Displaying similar documents to “On the Behrens-Fisher distribution and its generalization to the pairwise comparisons”

Bayesian Prediction of Weibull Distribution Based on Fixed and Random Sample Size

Ellah, A. H. Abd (2009)

Serdica Mathematical Journal

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2000 Mathematics Subject Classification: 62E16, 65C05, 65C20. We consider the problem of predictive interval for future observations from Weibull distribution. We consider two cases they are: (i) fixed sample size (FSS), (ii) random sample size (RSS). Further, we derive the predictive function for both FSS and RSS in closed forms. Next, the upper and lower 1%, 2.5%, 5% and 10% critical points for the predictive functions are calculated. To show the usefulness of our results,...

Minimax prediction under random sample size

Alicja Jokiel-Rokita (2002)

Applicationes Mathematicae

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A class of minimax predictors of random variables with multinomial or multivariate hypergeometric distribution is determined in the case when the sample size is assumed to be a random variable with an unknown distribution. It is also proved that the usual predictors, which are minimax when the sample size is fixed, are not minimax, but they remain admissible when the sample size is an ancillary statistic with unknown distribution.

Computing the distribution of a linear combination of inverted gamma variables

Viktor Witkovský (2001)

Kybernetika

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A formula for evaluation of the distribution of a linear combination of independent inverted gamma random variables by one-dimensional numerical integration is presented. The formula is direct application of the inversion formula given by Gil–Pelaez [gil-pelaez]. This method is applied to computation of the generalized p -values used for exact significance testing and interval estimation of the parameter of interest in the Behrens–Fisher problem and for variance components in balanced...