Multiple Decision Procedures for Testing Homogeneity of Mean--- Exponential Distribution

碩士 === 逢甲大學 === 統計學系統計與精算碩士班 === 102 === In this article,we propose a multiple decision procedure to test the homogeneity of means --- exponential distribution. If the null-hypothesis is rejected, our goal is to select a subset containing the largest mean. An approximation for the critical value is...

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Bibliographic Details
Main Author: 何佩珊
Other Authors: 王迺聖
Format: Others
Language:en_US
Published: 2014
Online Access:http://ndltd.ncl.edu.tw/handle/9z5a7u
Description
Summary:碩士 === 逢甲大學 === 統計學系統計與精算碩士班 === 102 === In this article,we propose a multiple decision procedure to test the homogeneity of means --- exponential distribution. If the null-hypothesis is rejected, our goal is to select a subset containing the largest mean. An approximation for the critical value is obtained by deriving an approximate distribution for a linear combination of independent logistic distributed random variables. A lower bound for the probability of correct decision is obtained. We also study the determination of the common sample size in order to satisfy a given probability of correct decision when the largest variance is ‘sufficiently’ larger than the rest.