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Robustness of Stein's Two-Staged Procedure for Mixtures of Normal Populations.
- Source :
-
Journal of the American Statistical Association . Mar1977, Vol. 72 Issue 357, p192. 5p. - Publication Year :
- 1977
-
Abstract
- Explicit expressions for the level of significance and power of Stein's two-stage hypothesis testing procedure are derived when the normal population is mixed with another normal population differing in the mean, Approximate expansions for these expressions have been obtained, and numerical studies of the size have been carried out using the expansions. Some numerical indication of the accuracy of the approximations has also been obtained, Stein's two-stage procedure is quite robust against mixtures of normal populations differing in location parameters. Similar conclusions can be drawn regarding the coverage probabilities of confidence intervals generated by this procedure. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 72
- Issue :
- 357
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4606977
- Full Text :
- https://doi.org/10.1080/01621459.1977.10479937