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Exact Fiducial and Bayesian Interval Estimation of Behrens-Fisher's Problem

Zhou Yuanquan(Beijing Institute of Structure and Environment Engineering,Beijing 100076)Li Baosheng(Beijing Aerospace Propulsion Institute,Beijing 100076)   

  • Online:2007-08-25

Abstract: The interval estimation of the difference of two sample's mean in normal populations has been studied.The exact fiducial and the exact Bayesian interval estimation,taking conjugate and noinformative prior,of Behrens-Fisher problem are presented.The computation method is discussed and illustrated.