Exact conditional inference for two uniform populations |
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Authors: | R.A. Roberts |
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Affiliation: | Department of Mathematics, Bowdoin College, Brunswick, MA 04011, USA |
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Abstract: | We discuss the nature of ancillary information in the context of the continuous uniform distribution. In the one-sample problem, the existence of sufficient statistics mitigates conditioning on the ancillary configuration. In the two-sample problem, additional ancillary information becomes available when the ratio of scale parameters is known. We give exact results for conditional inferences about the common scale parameter and for the difference in location parameters of two uniform distributions. The ancillary information affects the precision of the latter through a comparison of the sample value of the ratio of scale parameters with the known population value. A limited conditional simulation compares the Type I errors and power of these exact results with approximate results using the robust pooled t-statistic. |
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Keywords: | Ancillary information Conditional inference Exact inferences for uniform distributions Pivotal inference |
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