Abstract Details
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Activity Number:
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29
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Type:
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Contributed
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Date/Time:
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Sunday, August 3, 2014 : 2:00 PM to 3:50 PM
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Sponsor:
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Biometrics Section
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Abstract #312360
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View Presentation
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Title:
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Joint Confidence Intervals for the Selected Population Means
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Author(s):
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Claudio Fuentes*+
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Companies:
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Keywords:
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Confidence Intervals ;
Selected Means ;
Asymmetric Intervals ;
Joint Estimation ;
Post-Selection Inference
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Abstract:
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Consider an experiment in which p independent treatments or populations pi_i, with corresponding unknown means theta_i are available and suppose that for every population we can obtain a random sample. In this context, researchers are sometimes interested in selecting the k populations that give the largest sample means as a result of the experiment, and to estimate the corresponding population means theta_i's. In this talk, we consider this the post-selection inference problem and discuss a frequentist approach to obtain simultaneous asymmetric confidence intervals for the means of the populations that have been selected, assuming the populations pi_i are normally distributed with a common variance sigma^2.
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Authors who are presenting talks have a * after their name.
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