Geodesic
A procedure for $\varepsilon $-comparison of means of two normal distributions
Stanisław Jaworski1 ; Wojciech Zieliński2
1 Department of Econometrics and Computer Science Warsaw Agricultural University Nowoursynowska 166 02-787 Warszawa, Poland
2 Department of Econometrics and Computer Sciences Warsaw Agricultural University Nowoursynowska 166 02-787 Warszawa, Poland
Applicationes Mathematicae, Tome 31 (2004) no. 2, pp. 155-160.

Voir la notice de l'article provenant de 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.
DOI : 10.4064/am31-2-2
Keywords: normal distributions sigma sigma problem decide whether leq varepsilon given varepsilon decision rules given maximin bayesian sigma known unknown

Stanisław Jaworski 1 ; Wojciech Zieliński 2

1 Department of Econometrics and Computer Science Warsaw Agricultural University Nowoursynowska 166 02-787 Warszawa, Poland
2 Department of Econometrics and Computer Sciences Warsaw Agricultural University Nowoursynowska 166 02-787 Warszawa, Poland 
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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. http://geodesic.mathdoc.fr/articles/10.4064/am31-2-2/

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