Equivariance and Generalized Inference in Two-Sample Location-Scale Families

We are interested in-typical Behrens-Fisher problem in general location-scale families. We present a method of constructing generalized pivotal quantity (GPQ) and generalized P value (GPV) for the difference between two location parameters. The suggested method is based on the minimum risk equivaria...

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Bibliographic Details
Main Authors: Sévérien Nkurunziza, Fuqi Chen
Format: Article
Language:English
Published: Wiley 2011-01-01
Series:Journal of Probability and Statistics
Online Access:http://dx.doi.org/10.1155/2011/474826
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