Abstract

ABSTRACT For a sequence of independent normally distributed random samples from populations with different means and variances, it is common to know which successive populations differ significantly with respect to a parameter. In this article, a stepwise test procedure is proposed for simultaneously testing the difference between successive normal populations with respect to the variance. The proposed procedure controls the family-wise error rate strongly. Critical constants, obtained numerically, are tabulated for the use of the proposed procedure. An extension of the proposed procedure for detecting the difference between scale parameters of successive two-parameter exponential populations is given. A Monte Carlo simulation study of the power comparison of the proposed procedure with a single-step procedure revealed that the proposed stepwise procedure performs better than the single-step procedure. Finally, a numerical example is also given to illustrate the advantage of the proposed procedure in comparison to the single-step procedure.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.