An ANOVA variance-stabilizing transformation stabilizes variances in the following approximate way. Let Y have mean and

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An ANOVA variance-stabilizing transformation stabilizes variances in the following approximate way. Let Y have mean θ and variance v(θ).
(a) Use arguments as in Section 10.1.3 to show that a one-term Taylor series approximation of the variance of g(y) is given by Var (p(Y)) = [d/dθg(θ)]2v(θ).
(b) Show that the approximate variance of g*(Y) is independent of θ, where g* (y) = ∫[1/√v(y)]dy.
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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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