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Confidence intervals for the difference of means: application to the Behrens-Fisher type problem

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Abstract

A systematic method of the construction of a confidence interval for the difference between two means is given in the exponential and gamma cases. The application of a similar method to the Behrens-Fisher type problem is also given. Further, the numerical calculation of coverage probabilities is done and a comparison of the confidence interval proposed in this paper with that based on the Fisher-Welch-Wald similar test is given. As a result, the method is seen to be reasonable.

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  1. Institute of Mathematics, University of Tsukuba, 305-8571, Ibaraki, Japan

    Masafumi Akahira

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  1. Masafumi Akahira
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Akahira, M. Confidence intervals for the difference of means: application to the Behrens-Fisher type problem. Statistical Papers 43, 273–284 (2002). https://doi.org/10.1007/s00362-002-0100-4

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  • DOI: https://doi.org/10.1007/s00362-002-0100-4

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