A lower confidence bound is obtained for Pr(Y > Xz1z2), where X and Y are independent normal variables, with explanatory variables z1and z2respectively. For equal residual variances, an exact solution is obtained, but for the unequal variance case, an approximate lower confidence bound is developed. Examples of the use of these procedures are given.
Bibliographical noteFunding Information:
Partial support was accorded by National Science and Engineering Research Council of Canada Grant A8743, Oftice of Naval Research Grant N00014-78-C-0722, and Air Force Office of Scientific Research Grant 87-0256. We thank the associate editor and referees for their comments, which led to an improved article.
- Confidence bounds
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation
- Applied Mathematics