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Activity Number: 694
Type: Contributed
Date/Time: Thursday, August 13, 2015 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract #315661 View Presentation
Title: WITHDRAWN: Higher-Order Accurate Procedures to Compare Two Normal Populations: Objective Bayes Approach
Author(s): Andrew Rukhin
Companies:
Keywords: Behrens-Fisher problem ; confidence regions and intervals ; Skovgaard statistic
Abstract:

A classical problem in statistics is to compare two normal samples. In some metrology applications where the comparison is with a certified material or gold standard, one variance can be assumed to be known. When both variances are unknown this is the notorious Behrens-Fisher problem. An explicit form of remarkably accurate confidence intervals for the difference between the means is given in each situation. The joint confidence region for this difference and the ratio of variances is also derived. These procedures are based on modern higher order asymptotic statistical methods. The probability matching priors and the default strong matching priors are obtained.

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