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Multiple Comparisons of Several Log-normal Means under Heteroscedasticity

Guoyi Zhang, Bose Falk, Zhongxue Chen

Abstract



This research considers several log-normal distributions when variances are heteroscedastic and group sizes are unequal. We proposed fiducial generalized pivotal quantities (FGPQ)- based simultaneous confidence intervals for pairwise multiple comparisons of ratios of the means. We also proved that the proposed confidence intervals have correct asymptotic coverage. Simulation results show that the proposed methods work well in terms of coverage probabilities.

Keywords


Log-normal, Fiducial Generalized Pivotal Quantities (FGPQ), Multiple Comparison, Simulations, Unequal Variances.

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