A Stein-Type Two-Sample Procedure for Comparing Normal Means

Elena M. Buzaianu, Pinyuen Chen

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

In this article, we propose a Stein-type two-sample procedure for comparing the means of k(> 1) experimental normal populations among themselves and with the reference to the mean of a controlled normal population, when the variances of all (k + 1) populations are unequal and unknown. Our selection formulation follows closely to that by Bechoffer and Turnbull (1978), who considered the comparison of k normal means with a specific nonrandom standard value, when the variances are either known or unknown and equal. Instead of comparing the k experimental populations to a nonrandom standard value, our comparison is made with reference to a random controlled normal population. Moreover, we broaden their assumption of equal unknown variances to unequal unknown variances. The proposed procedure satisfies two probability requirements: (1) the probability of selecting the control is at least prespecified (Formula presented.) when the largest experimental mean is significantly smaller than the mean of the control and (2) the probability of selecting the largest experimental mean is at least prespecified (Formula presented.) when the largest experimental mean is significantly largest than the second largest experimental mean and the mean of the control.

Original languageEnglish (US)
Pages (from-to)441-460
Number of pages20
JournalSequential Analysis
Volume34
Issue number4
DOIs
StatePublished - Oct 2 2015

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Normal Population
Unknown
Unequal
Formulation
Requirements
Standards

Keywords

  • Heteroscedasticity
  • Least favorable configuration
  • Normal distribution
  • Ranking and selection

ASJC Scopus subject areas

  • Modeling and Simulation
  • Statistics and Probability

Cite this

A Stein-Type Two-Sample Procedure for Comparing Normal Means. / Buzaianu, Elena M.; Chen, Pinyuen.

In: Sequential Analysis, Vol. 34, No. 4, 02.10.2015, p. 441-460.

Research output: Contribution to journalArticle

Buzaianu, Elena M. ; Chen, Pinyuen. / A Stein-Type Two-Sample Procedure for Comparing Normal Means. In: Sequential Analysis. 2015 ; Vol. 34, No. 4. pp. 441-460.
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