Confidence intervals on the total variance in an unbalanced two-fold nested classification with equal subsampling

Abstract

A problem of interest in a variance component analysis is the construction of a confidence interval on the variance of a single observation. This article considers an unbalanced two-fold nested classification with equal subsampling and compares two methods for constructing this interval . Computer simulations indicate that one of these methods in general will provide an interval that has an achieved confidence coefficient at least as great as the stated value.

Keywords:

• linear combinations of variance components