Constructing a confidence interval for the ratio of normal distribution quantiles

被引:2
|
作者
Malekzadeh, Ahad [2 ]
Mahmoudi, Seyed Mahdi [1 ]
机构
[1] Semnan Univ, Fac Math Stat & Comp Sci, POB 35195-363, Semnan, Iran
[2] KN Toosi Univ Technol, Fac Math, Dept Comp Sci & Stat, POB 16765-3381, Tehran, Iran
来源
MONTE CARLO METHODS AND APPLICATIONS | 2020年 / 26卷 / 04期
关键词
Normal distribution; coverage probability; quantiles; confidence interval; generalized pivotal quantity; shortest confidence interval; DIFFERENCE; EQUALITY; REGIONS; LIMITS;
D O I
10.1515/mcma-2020-2070
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
In this paper, to construct a confidence interval (general and shortest) for quantiles of normal distribution in one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we propose a confidence interval for the ratio of quantiles based on the generalized pivotal quantity, and we introduce a simple method for extracting its percentiles, based on which a shorter confidence interval can be created. Also, we provide general and shorter confidence intervals using the method of variance estimate recovery. The performance of five proposed methods will be examined by using simulation and examples.
引用
收藏
页码:325 / 334
页数:10
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