Accession Number : AD0686295
Title : EFFECT OF NON-NORMALITY ON INFERENCES ABOUT VARIANCE COMPONENTS.
Descriptive Note : Technical rept.,
Corporate Author : WISCONSIN UNIV MADISON DEPT OF STATISTICS
Personal Author(s) : Tiao,G. C. ; Ali,M. M.
Report Date : NOV 1968
Pagination or Media Count : 36
Abstract : Bayesian methods are used to analyse the one-way random effect model y sub ij = mu + a sub i + e sub ij in which e sub ij are assumed normal, N(0, sigma squared sub e), and a sub i are assumed to have a mixture of two normals, .95N(-.05phi(k-1) sigma, sigma squared) + .05N(.95phi(k-1) sigma, k squared, sigma squared). It is shown that for moderately sized sample, inferences regarding sigma sigma squared sub e = var(e sub ij) are insensitive but those of sigma squared sub a = var(a sub i) are very sensitive to changes of the two non-normality parameters (k, phi). (Author)
Descriptors : (*ANALYSIS OF VARIANCE, DISTRIBUTION THEORY), STATISTICAL DISTRIBUTIONS, STATISTICAL FUNCTIONS, DECISION THEORY, SAMPLING
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE