A fiducial approach to multiple comparisons

作者：Wandler Damian V^*; Hannig Jan

来源：Journal of Statistical Planning and Inference, 2012, 142(4): 878-895.

DOI：10.1016/j.jspi.2011.10.011

• Fiducial inference
• Multiple comparisons
• Importance sampling
• Fiducial probability
• Model selection

Comparing treatment means from populations that follow independent normal distributions is a common statistical problem. Many frequentist solutions exist to test for significant differences amongst the treatment means. A different approach would be to determine how likely it is that particular means are grouped as equal. We developed a fiducial framework for this situation. Our method provides fiducial probabilities that any number of means are equal based on the data and the assumed normal distributions. This methodology was developed when there is constant and non-constant variance across populations. Simulations suggest that our method selects the correct grouping of means at a relatively high rate for small sample sizes and asymptotic calculations demonstrate good properties. Additionally, we have demonstrated the flexibility in the methods ability to calculate the fiducial probability for any number of equal means. This was done by analyzing a simulated data set and a data set measuring the nitrogen levels of red clover plants that were inoculated with different treatments.

• 出版日期2012-4