Electronic Journal of Statistics

A note on combined inference on the common coefficient of variation using confidence distributions

Xuhua Liu and Xingzhong Xu

Full-text: Open access

Abstract

This article considers inference for a common coefficient of variation (CV) shared by several normal populations. The confidence distributions (CD) are used to combine the information about each CV from different sources. A new procedure for constructing a confidence interval for the common CV is developed based on a combined confidence distribution for the inverse of the CV. The new derived CD interval has a theoretical exact frequentist property. Simulation results demonstrate that the new confidence intervals perform very well in terms of empirical coverage probability and average interval length. Finally, the proposed new procedure is illustrated on a real data example.

Article information

Source
Electron. J. Statist., Volume 9, Number 1 (2015), 219-233.

Dates
First available in Project Euclid: 12 February 2015

Permanent link to this document
https://projecteuclid.org/euclid.ejs/1423749458

Digital Object Identifier
doi:10.1214/15-EJS993

Mathematical Reviews number (MathSciNet)
MR3312408

Zentralblatt MATH identifier
1307.62079

Subjects
Primary: 62F25: Tolerance and confidence regions
Secondary: 62P99: None of the above, but in this section

Keywords
Average interval length coefficient of variation confidence distribution confidence interval empirical coverage

Citation

Liu, Xuhua; Xu, Xingzhong. A note on combined inference on the common coefficient of variation using confidence distributions. Electron. J. Statist. 9 (2015), no. 1, 219--233. doi:10.1214/15-EJS993. https://projecteuclid.org/euclid.ejs/1423749458


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