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American Journal of Mathematical and Management Sciences Volume 19, 1999 - Issue 1-2: Modern Digital Simulation Methodology, IV
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Original Articles

New Exact and Asymptotically Optimal Heteroscedastic Statistical Procedures and Tables, II

Edward J. DudewiczDepartment of Mathematics 215 carnegie HallSyracuse UniversitySyracuse, New York13244-1150
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Shafiq U. AhmedOpenVMS Languages Group Compaq Computer Corp. 110 Spit Brook Road Nashua, New Hampshire
Pages 157-187 | Published online: 14 Aug 2013

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Alan Herschtal, Farshad Foroudi, Tomas Kron & Kerrie Mengersen. (2016) A Comparison of Bayesian Models of Heteroscedasticity in Nested Normal Data. Communications in Statistics - Simulation and Computation 45:8, pages 2947-2964.
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Nitis Mukhopadhyay, BasilM. de Silva & VasantB. Waikar. (2010) On Two-Stage Confidence Interval Procedures and Their Comparisons for Estimating the Difference of Normal Means. Sequential Analysis 29:1, pages 44-68.
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Pradeep Singh, K.K. Saxena & O.P. Srivastava. (2002) Power Comparisons of Solutions to the Behrens-Fisher Problem. American Journal of Mathematical and Management Sciences 22:3-4, pages 233-250.
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Edward J. Dudewicz & Shafiq U. Ahmed. (1998) New Exact and Asymptotically Optimal Solution to the Behrens-Fisher Problem, with Tables. American Journal of Mathematical and Management Sciences 18:3-4, pages 359-426.
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Articles from other publishers (1)

Edward J. Dudewicz. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences 1 2 .

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