Abstract #301373

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JSM 2002 Abstract #301373
Activity Number: 284
Type: Contributed
Date/Time: Wednesday, August 14, 2002 : 8:30 AM to 10:20 AM
Sponsor: Section on Bayesian Stat. Sciences*
Abstract - #301373
Title: Performance Evaluation of Approaches to Combining Results from Multiple Methods
Author(s): Hung-kung Liu*+ and Nien Fan Zhang
Affiliation(s): National Institute of Standards & Technology and National Institute of Standards & Technology
Address: 100 Bureau Dr Stop 8980, Gaithersburg, Maryland, 20899-8980, USA
Keywords: Bayes ; uncertainty ; simulation
Abstract:

Many uncertainty intervals for estimating the consensus mean from the results of multiple methods or laboratories have been proposed. Levenson et al. (2000) gave a review of some of the classic solutions. Liu and Zhang (2001) unify some of the Bayesian solutions to this problem. However, the performance of all the different solutions has not been evaluated.

Simulations were done to study the performance of these different uncertainty intervals. Multivariate random variables with varying correlation coefficient were generated as observations from different methods. For each approach, performance criteria, such as coverage probability, expected length, and Bayes risk, were computed.

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