The bootstrap approach is a computer method frequently used in applied statistics, which is a type of Monte Carlo method applied on observed data, seeEfronandTibshirani(1993) for more information on this important topic. The bootstrap method can be carried out in either parametric or nonparametric setting. However, the question addressed in this paper is in a strict parametric setting, therefore a parametric bootstrap approach will be constructed accordingly.
The paper is organized as follows. The proposed parametric bootstrap method for constructing SCIs for differences of means of several two-parameter exponential distributions is presented in Section2, and a theorem on the asymptotic correct coverage probability of the PB SCIs is given in Section3. In Section4simulation results are present to evaluate the empirical coverage probabilities and average volume of the proposed method in comparison to the fiducial generalized simultaneous confidence intervals (FG SCIs) and a nonparametric bootstrap simultaneous confidence intervals (NPB SCIs) procedures. Some concluding remarks are made in Section5and the FG SCIs and NPB SCIs methodre briefly described in theAppendix.