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Resampling-based simultaneous confidence intervals for location shift using medians

机译:基于中值的基于重采样的同时置信区间用于位置偏移

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摘要

A method for computing simultaneous pairwise confidence intervals for location shift is presented, based on the permutation distribution of the maximum absolute pairwise difference among all pairs. The method guarantees strong control of familywise confidence, and does not require assumptions about the form of the population distribution. Simulations compare the permutation procedure to a bootstrap procedure, as well as to the Tukey-Kramer procedure. Simulation results suggest the proposed permutation method produces intervals that maintain simultaneous coverage, and that can be more precise for heavy-tailed distributions compared to competing methods. The permutation intervals may be preferred for data from heavy-tailed distributions.
机译:提出了一种基于所有对之间的最大绝对成对绝对差的排列分布来计算同时成对置信区间以进行位置偏移的方法。该方法保证了对家庭信心的强有力控制,并且不需要假设人口分布的形式。仿真将置换过程与引导过程以及Tukey-Kramer过程进行了比较。仿真结果表明,提出的置换方法产生的间隔可以保持同时覆盖,并且与竞争方法相比,对于重尾分布而言可以更精确。对于来自重尾分布的数据,置换间隔可能是优选的。

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