Journal of Statistical Theory and Applications

Volume 16, Issue 3, September 2017, Pages 345 - 353

Improved Confidence Intervals for the Ratio of Coefficients of Variation of Two Lognormal Distributions

Authors
Md Sazib Hasan, K. Krishnamoorthy
Corresponding Author
Md Sazib Hasan
Received 17 January 2016, Accepted 18 April 2017, Available Online 1 September 2017.
DOI
10.2991/jsta.2017.16.3.6How to use a DOI?
Keywords
Coverage probability; Fiducial approach; Index of reliability.
Abstract

The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach. The proposed CIs are compared with another CI available in the literature. Our new confidence intervals are very satisfactory in terms of coverage properties even for small samples, and better than other CIs for small to moderate samples. The methods are illustrated using an example.

Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
16 - 3
Pages
345 - 353
Publication Date
2017/09/01
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
10.2991/jsta.2017.16.3.6How to use a DOI?
Copyright
© 2017, the Authors. Published by Atlantis Press.
Open Access
This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Cite this article

TY  - JOUR
AU  - Md Sazib Hasan
AU  - K. Krishnamoorthy
PY  - 2017
DA  - 2017/09/01
TI  - Improved Confidence Intervals for the Ratio of Coefficients of Variation of Two Lognormal Distributions
JO  - Journal of Statistical Theory and Applications
SP  - 345
EP  - 353
VL  - 16
IS  - 3
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2017.16.3.6
DO  - 10.2991/jsta.2017.16.3.6
ID  - Hasan2017
ER  -