Confidence Intervals on a Ratio of Variances in the Two-Factor Nested Components of Variance Model.
Abstract
Consider the two-factor nested components of variance model Y sub ijk = mu + A sub i + B sub ij + C sub ijk, where Var(A sub i) = sigma squared sub A Var(B sub ij) = sigma-squared sub B, Var(C sub ijk) = sigma-squared sub C. Confidence intervals are derived for sigma-squared sub A/sigma-squared sub C, sigma-squared sub A (sigma-squared sub A + sigma-squared sub C) and sigma-squared sub C/(sigma-squared sub A + sigma-squared sub C). (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- May 01, 1980
- Accession Number
- ADA084139
Entities
People
- Chih-ming Wang
- Franklin A. Graybill
Organizations
- Colorado State University