Comparison of confidence intervals for the Behrens-Fisher problem

SEZER A., Ozkip E., YAZICI B.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.46, sa.4, ss.3242-3266, 2017 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 46 Sayı: 4
  • Basım Tarihi: 2017
  • Doi Numarası: 10.1080/03610918.2015.1082587
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.3242-3266
  • Anahtar Kelimeler: Behrens-Fisher problem, Bonferroni correction factor, Coverage probability, Expected length, One-way ANOVA, GENERALIZED P-VALUE, UNEQUAL VARIANCES, CELL FREQUENCIES, 2-WAY ANOVA, TESTS, SIZE, PERFORMANCE, EQUALITY, POWER
  • Anadolu Üniversitesi Adresli: Evet

Özet

The Behrens-Fisher problem concerns the inferences for the difference between means of two independent normal populations without the assumption of equality of variances. In this article, we compare three approximate confidence intervals and a generalized confidence interval for the Behrens-Fisher problem. We also show how to obtain simultaneous confidence intervals for the three population case (analysis of variance, ANOVA) by the Bonferroni correction factor. We conduct an extensive simulation study to evaluate these methods in respect to their type I error rate, power, expected confidence interval width, and coverage probability. Finally, the considered methods are applied to two real dataset.