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In this paper, we consider the problem of making inferences on the common mean of several normal populations when sample sizes and population variances are possibly unequal. We are mainly concerned with testing hypothesis and constructing confidence interval for the common normal mean. Several researchers have considered this problem and many methods have been proposed based on the asymptotic or approximation...
Consider the evaluation of model-based functions of cumulative distribution functions that are integrals. When the cumulative distribution function does not have a tractable form but simulation of the multivariate distribution is easily feasible, we can evaluate the integral via a Monte Carlo sample, replacing the model-based distribution function by the empirical distribution function. Given a simulation...
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