A procedure for $\varepsilon $-comparison of means of two normal distributions

Volume 31 / 2004

Stanisław Jaworski, Wojciech Zieliński Applicationes Mathematicae 31 (2004), 155-160 MSC: 62F15, 62J15. DOI: 10.4064/am31-2-2

Abstract

For two normal distributions $N(\mu _1,\sigma ^2)$ and $N(\mu _2,\sigma ^2)$ the problem is to decide whether $|\mu _1-\mu _2|\leq \varepsilon $ for a given $\varepsilon $. Two decision rules are given: maximin and bayesian for $\sigma ^2$ known and unknown.

Authors

  • Stanisław JaworskiDepartment of Econometrics and Computer Science
    Warsaw Agricultural University
    Nowoursynowska 166
    02-787 Warszawa, Poland
    e-mail
  • Wojciech ZielińskiDepartment of Econometrics and Computer Sciences
    Warsaw Agricultural University
    Nowoursynowska 166
    02-787 Warszawa, Poland
    e-mail

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