A procedure for $\varepsilon $-comparison
of means of two normal distributions
Applicationes Mathematicae, Tome 31 (2004) no. 2, pp. 155-160
Cet article a éte moissonné depuis la source Institute of Mathematics Polish Academy of Sciences
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.
Keywords:
normal distributions sigma sigma problem decide whether leq varepsilon given varepsilon decision rules given maximin bayesian sigma known unknown
Affiliations des auteurs :
Stanisław Jaworski 1 ; Wojciech Zieliński 2
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author = {Stanis{\l}aw Jaworski and Wojciech Zieli\'nski},
title = {A procedure for $\varepsilon $-comparison
of means of two normal distributions},
journal = {Applicationes Mathematicae},
pages = {155--160},
year = {2004},
volume = {31},
number = {2},
doi = {10.4064/am31-2-2},
language = {en},
url = {http://geodesic.mathdoc.fr/articles/10.4064/am31-2-2/}
}
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Stanisław Jaworski; Wojciech Zieliński. A procedure for $\varepsilon $-comparison of means of two normal distributions. Applicationes Mathematicae, Tome 31 (2004) no. 2, pp. 155-160. doi: 10.4064/am31-2-2
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