A note on the multiple comparisons of exponential location parameters with several controls under heteroscedasticity

Year 2018, Volume: 47 Issue: 2, 447 - 461, 01.04.2018

Mahmood Kharrati-kopaei , Ehsan Kharati Koopaei

Abstract

Several researchers have addressed the problem of constructing simultaneous confidence intervals (SCIs) for comparing exponential location parameters with a control or controls under heteroscedasticity when sample sizes are equal or unequal. They usually used simulation-based inference procedures or Lam's technique that leads to conservative SCIs. In this paper, we present a set of SCIs for comparing exponential location parameters with a control, controls and the best control under heteroscedasticity when sample sizes are possibly unequal. Our method is not a simulation-based inference procedure and our results show that the proposed SCIs have some advantages over others.

Keywords

Average volume, Coverage probability, Conservative, Simulation

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