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

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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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  -