Confidence Intervals for Coefficient of Variation of Inverse Gaussian Distribution

被引：1

作者：

Chankham, Wasana ^{[1
]}

Niwitpong, Sa-Aat ^{[1
]}

Niwitpong, Suparat ^{[1
]}

机构：

[1] King Mongkuts Univ Technol North, Dept Stat, Fac Appl Sci, Bangkok, Thailand

来源：

ICVISP 2019: PROCEEDINGS OF THE 3RD INTERNATIONAL CONFERENCE ON VISION, IMAGE AND SIGNAL PROCESSING | 2019年

关键词：

Coefficient of Variation; Generalized Confidence Interval; Bootstrap Percentile Confidence Interval; Inverse Gaussian distribution; GENERALIZED INFERENCES; TESTS;

D O I：

10.1145/3387168.3387254

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

The coefficient of variation is an useful indicator to measure and compare separated data in different units. This paper proposes the new confidence interval for the single coefficient of variation and the difference between coefficients of variation of Inverse Gaussian distribution using the generalized confidence interval (GCI) and the bootstrap percentile confidence interval. A Monte Carlo simulation is used to construct and compare the performance of these confidence intervals based on the coverage probability and average length. The results of the simulation study showed that the GCI is an appropriate method to construct the confidence interval for the single coefficient of variation and the difference between coefficients of variation. The proposed approaches are illustrated based on the real data.

引用

页数：6

共 50 条

[31] Symmetrizing and Variance Stabilizing Transformations of Sample Coefficient of Variation from Inverse Gaussian Distribution
Chaubey Y.P.
Singh M.
Sen D.
[J]. Sankhya B, 2017, 79 (2) : 217 - 246
[32] SOME CONFIDENCE BOUNDS ON RELIABILITY FOR THE INVERSE GAUSSIAN DISTRIBUTION
PADGETT, WJ
[J]. BIOMETRICS, 1979, 35 (04) : 892 - 892
[33] Estimation of coefficient of variation in a weighted inverse Gaussian model
Gupta, RC
Akman, O
[J]. APPLIED STOCHASTIC MODELS AND DATA ANALYSIS, 1996, 12 (04): : 255 - 263
[34] Confidence Intervals for Common Mean of Normal Distributions with Known Coefficient of Variation
Sodanin, Sukritta
Niwitpong, Sa-Aat
Niwitpong, Suparat
[J]. INTEGRATED UNCERTAINTY IN KNOWLEDGE MODELLING AND DECISION MAKING, IUKM 2016, 2016, 9978 : 574 - 585
[35] A NOTE ON COMPUTING CONFIDENCE INTERVALS FOR THE COEFFICIENT OF VARIATION IN META-ANALYSIS
Li, Tingxuan
[J]. TPM-TESTING PSYCHOMETRICS METHODOLOGY IN APPLIED PSYCHOLOGY, 2022, 29 (02) : 201 - 211
[36] Simultaneous confidence intervals for comparing several inverse Gaussian means under heteroscedasticity
Kharrati-Kopaei, Mahmood
Eftekhar, Sana
[J]. JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2017, 87 (04) : 777 - 790
[37] CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN NORMAL MEANS WITH A KNOWN COEFFICIENT OF VARIATION
Niwitpong, Sa-aat
[J]. ADVANCES AND APPLICATIONS IN STATISTICS, 2016, 49 (01) : 49 - 65
[38] SEQUENTIAL-ANALYSIS APPLIED TO TESTING THE MEAN OF AN INVERSE GAUSSIAN DISTRIBUTION WITH KNOWN COEFFICIENT OF VARIATION
JOSHI, S
SHAH, M
[J]. COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 1990, 19 (04) : 1457 - 1466
[39] PREDICTION INTERVALS FOR FUTURE OBSERVATIONS FROM THE INVERSE GAUSSIAN DISTRIBUTION
PADGETT, WJ
TSOI, SK
[J]. IEEE TRANSACTIONS ON RELIABILITY, 1986, 35 (04) : 406 - 408
[40] Sequential Estimation of an Inverse Gaussian Mean with Known Coefficient of Variation
Chaturvedi, Ajit
Joshi, Neeraj
Bapat, Sudeep R.
[J]. SANKHYA-SERIES B-APPLIED AND INTERDISCIPLINARY STATISTICS, 2022, 84 (01): : 402 - 420

← 1 2 3 4 5 →