Based on the Confidence
Distribution method to the Behrens-Fisher problem, we consider two approaches
of combining Confidence Distributions: P Combination and AN Combination to solve
the Behrens-Fisher problem. Firstly, we provide some Confidence Distributions
to the Behrens-Fisher problem, and then we
give the Confidence Distribution method to the Behrens-Fisher problem. Finally,
we compare the “combination” and the “single” through the numerical simulation.
References
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Schweder, T. and Hjort, N.L. (2002) Confidence and Likelihood. Scandinavian Journal of Statistics, 29, 309-332. http://dx.doi.org/10.1111/1467-9469.00285
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Singh, K., Xie, M. and Strawderman, W.E. (2005) Combining Information from Independent Sources through Confidence Distributions. Annals of Statistics, 33, 159-183. http://dx.doi.org/10.1214/009053604000001084
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Singh, K., Xie, M. and Strawderman, W.E. (2005) Combining Information from Independent Sources through Confidence Distributions. Annals of Statistics, 33, 159-183. http://dx.doi.org/10.1214/009053604000001084
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Singh, K., Xie, M. and Strawderman, W. (2001) Confidence Distributions—Concept, Theory and Applications. Technical Report, Department of Statistics, Rutgers University, New Jersey.
