Essentials of Probability Theory for Statisticians by Michael A. Proschan & Pamela A. Shaw

Essentials of Probability Theory for Statisticians by Michael A. Proschan & Pamela A. Shaw

Author:Michael A. Proschan & Pamela A. Shaw
Language: eng
Format: epub
Publisher: Taylor & Francis Group, LLC
Published: 2016-03-14T16:00:00+00:00


where bars denote sample means, T and C denote treatment and control groups, and is the slope estimator. We saw in Exercise 9 of Section 7.3 that . Replace with β1. Then (8.4) is , where . In the treatment arm, the Ui are iid with mean β0 + β2 and variance . By the CLT, is asymptotically normal with mean β0 + β2 and variance . Similarly, in the control arm, the Ui are iid with mean β0 and variance ; is asymptotically normal with mean β0 and variance . Also, because the treatment and control observations are independent, and are independent. Therefore,



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