Two-sided Confidence Bands with the Inferential Sensitivity of One-Sided Bands

Two-sided Confidence Bands with the Inferential Sensitivity of One-Sided Bands
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具有单边置信带推理敏感性的双边置信带

DOI:
10.1080/03610926.2012.689068
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发表时间:
2014-03
期刊:
Communications in Statistics - Theory and Methods
影响因子:
--
通讯作者:
Zhao, Haibing
Zhao, Haibing
中科院分区:
其他
文献类型:
--
作者:
Zhao, Haibing

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在本文中,我们考虑在假设每个处理均值不小于控制均值的情况下,调查k个处理中是否有任何处理优于控制。一个经典的问题是为每个处理和控制之间的差异找到同时的置信界限。与假设检验相比,置信界限有一个吸引人的优势,它能告诉我们有关有效治疗的更多信息。通常提供单侧下界,因为它足以检测有效治疗,并且单侧下界比双面下界具有更清晰的下带。然而,双边过程提供了差异的上限和下限。在本文中,我们开发了一种新的程序,它结合了单面和双面程序的优点。这个新程序具有赵(2007)提出的单侧程序相同的推断敏感性,同时也为处理和对照之间的差异提供了同时的双侧边界。通过我们的计算结果,我们发现当样本量平衡时,新程序优于Hayter, Miwa和Liu的程序(Hayter et al., 2000)。我们还通过一个例子来说明新的过程。
In this article, we consider investigating whether any of k treatments are better than a control under the assumption of each treatment mean being no less than the control mean. A classic problem is to find the simultaneous confidence bounds for the difference between each treatment and the control. Compared with hypothesis testing, confidence bounds have the attractive advantage of telling more information about the effective treatment. Generally, the one-sided lower bounds are provided as it's enough for detecting effective treatment and the one-sided lower bounds has sharper lower bands than two-sided ones. However, a two-sided procedure provides both upper and lower bounds on the differences. In this article, we develop a new procedure which combines the good aspects of both the one-sided and the two-sided procedures. This new procedure has the same inferential sensitivity of the one-sided procedure proposed by Zhao (2007) while also providing simultaneous two-sided bounds for the differences between treatments and the control. By our computation results, we find the new procedure is better than Hayter, Miwa and Liu's procedure (Hayter et al., 2000), when the sample size is balanced. We also illustrate the new procedure by an example.
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