Comparison of Confidence Intervals on Between Group Variance in Unbalanced Heteroscedastic One-Way Random Models |
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| Authors: | Xinmin Li |
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| Affiliation: | 1. Institute of Applied Mathematics, School of Mathematics and Information Sciences, Shandong University of Technology , Shandong, China xmli@sdut.edu.cn |
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| Abstract: | A computer algorithm for computing the alternative distributions of the Wilcoxon signed rank statistic under shift alternatives is discussed. An explicit error bound is derived for the numeric integration approximation to these distributions. A nonparametric process control procedure in which the standard CUSUM procedure is applied to the Wilcoxon signed rank statistic is discussed. In order to implement this procedure, the distribution of the Wilcoxon statistic under shift of the underlying distribution from its point of symmetry needs to be computed. The average run length of the nonparametric and parametric CUSUM are compared. |
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| Keywords: | Between group variance Coverage probability Generalized confidence interval Unbalanced heteroscedastic one-way random model |
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