Confidence intervals for the ratio of medians of two independent log-normal distributions

被引:4
|
作者
Singhasomboon, Lapasrada [1 ]
Panichkitkosolkul, Wararit [1 ]
Volodin, Andrei [2 ]
机构
[1] Thammasat Univ, Dept Math & Stat, Pathum Thani, Thailand
[2] Univ Regina, Dept Math & Stat, Saskatoon, SK, Canada
关键词
Central tendency; Generalized confidence interval; Interval estimation; Normal approximation; simulation; Skew distribution; Variance estimates recovery; INFERENCES;
D O I
10.1080/03610918.2020.1812649
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We focus on the construction of confidence intervals for the ratios of medians of two independent, log-normal distributions based on the normal approximation (NA) approach, the method of variance estimate recovery (MOVER), and the generalized confidence interval (GCI) approach. We also compare the performance of the three confidence intervals in terms of the coverage probabilities, and average lengths, using Monte Carlo simulations. The results show that the GCI confidence interval is generally preferred in terms of coverage probabilities; however, the average length for the GCI is always wider than for other approaches. The NA and MOVER approaches could be recommended on the basis of the specific values ofand/or sample sizes. The confidence intervals are illustrated using real data examples.
引用
收藏
页码:6729 / 6738
页数:10
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