A Note on Simultaneous Confidence Intervals for Ratio of Variances |
| |
Authors: | František Rublík |
| |
Affiliation: | 1. Institute of Measurement Science , Bratislava, Slovakia umerrubl@savba.sk |
| |
Abstract: | An explicit formula for confidence intervals for ratios of variances of several populations is presented. The intervals are based on jackknife statistics and the critical point of the studentized range distribution. The asymptotic probability of coverage is not less than the nominal value provided that the distributions of the sampled populations belong to a location-scale family of probabilities with finite fourth moment. |
| |
Keywords: | Jackknife statistics Ratio of variances Simultaneous confidence intervals |
|