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Confidence Intervals for Functions of Variance Components.

Franklin A. Graybill

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Abstract

In this project confidence intervals were determined for the functions of variance components. These included one-sided and two-sided confidence intervals. Since no method is available for exact (exact confidence coefficients) for confidence intervals on the functions of variance components considered, confidence intervals with approximate confidence coefficients were examined. In each case large simulation studies were conducted to determine how good the confidence intervals are. In cases where alternative methods are available, they were compared to the procedures in this project.

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What this paper is about

In this project confidence intervals were determined for the functions of variance components. These included one-sided and two-sided confidence intervals. Since no method is available for exact (exact confidence coefficients) for confidence intervals on the functions of variance components considered, confidence intervals with approximate confidence coefficients were examined. In each case large simulation studies were conducted to determine how good the confidence intervals are. In cases where alternative methods are available, they were compared to the procedures in this project.

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Available abstract

In this project confidence intervals were determined for the functions of variance components. These included one-sided and two-sided confidence intervals. Since no method is available for exact (exact confidence coefficients) for confidence intervals on the functions of variance components considered, confidence intervals with approximate confidence coefficients were examined. In each case large simulation studies were conducted to determine how good the confidence intervals are. In cases where alternative methods are available, they were compared to the procedures in this project.

Key concepts: Confidence interval, Robust confidence intervals, CDF-based nonparametric confidence interval, Confidence distribution, Confidence region, Statistics, Variance (accounting), Confidence and prediction bands

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