Confidence Intervals for the Difference and the Ratio of Coefficients of Variation of Normal Distribution with a Known Ratio of Variances

Suparat Niwitpong; Arunee Wongkhao

doi:https://doi.org/10.14445/22315373/IJMTT-V29P503

International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 29 | Number 1 | Year 2016 | Article Id. IJMTT-V29P503 | DOI : https://doi.org/10.14445/22315373/IJMTT-V29P503

Confidence Intervals for the Difference and the Ratio of Coefficients of Variation of Normal Distribution with a Known Ratio of Variances

Suparat Niwitpong, Arunee Wongkhao

Abstract

In this paper, confidence intervals for the difference and the ratio of coefficients of variation of normal distribution with a known ratio of variances are proposed. The modified confidence intervals perform well both for the coverage probability and the average length. We show these results via Monte Carlo simulation.

Keywords

Coverage probability, expected length, Monte Carlo simulation

References

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Citation :

Suparat Niwitpong, Arunee Wongkhao, "Confidence Intervals for the Difference and the Ratio of Coefficients of Variation of Normal Distribution with a Known Ratio of Variances," International Journal of Mathematics Trends and Technology (IJMTT), vol. 29, no. 1, pp. 13-20, 2016. Crossref, https://doi.org/10.14445/22315373/IJMTT-V29P503