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International Journal of Mathematics Trends and Technology

Research Article | Open Access | Download PDF

Volume 17 | Number 2 | Year 2015 | Article Id. IJMTT-V17P514 | DOI : https://doi.org/10.14445/22315373/IJMTT-V17P514

Confidence Interval for the Ratio of Lognormal Means When the Coefficients of Variation are Known


Sa-aat Niwitpong
Abstract

This paper presents the confidence interval for the ratio of means of lognormal distribution. We derived analytic expressions to find the coverage probability and the expected length of the proposed confidence interval.

Keywords
Coverage probability, Expected length, Lognormal distribution
References

[1] G. Casella and R.L. Berger, Statistical Inference, California: Duxbury Press, 2002.
[2] Y.H. Chen and X.H. Zhou, “Interval estimates for the ratio and difference of two lognormal means,” Statistics in Medicine, vol 25, pp. 4099-4113, 2006.
[3] J.C. Lee, S.H. Lin, “Generalized confidence intervals for the ratio of means of two normal populations,” Journal of Statistical Planning and Inference, vol 123, pp. 49-60, 2004.
[4] S. Niwitpong, S. Niwitpong, “Confidence interval for the difference of two normal population means with a known ratio of variances,” Applied Mathematical Sciences, vol 4, pp. 347 – 359, 2010.
[5] S.J. Press, “A confidence interval comparison of two test procedures for the Behrens-Fisher problems,” Journal of the American Statistical Association, vol 61, pp. 454-66, 1966.
[6] K. Tsui and S. Weerahandi, “Generalized p-values in significant testing of hypotheses in the presence of nuisance parameters,” The Journal of American Statistical Association,” vol 84, pp. 602-607, 1989.

Citation :

Sa-aat Niwitpong, "Confidence Interval for the Ratio of Lognormal Means When the Coefficients of Variation are Known," International Journal of Mathematics Trends and Technology (IJMTT), vol. 17, no. 2, pp. 105-110, 2015. Crossref, https://doi.org/10.14445/22315373/IJMTT-V17P514

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