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2015 A note on combined inference on the common coefficient of variation using confidence distributions
Xuhua Liu, Xingzhong Xu
Electron. J. Statist. 9(1): 219-233 (2015). DOI: 10.1214/15-EJS993

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.

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Xuhua Liu. Xingzhong Xu. "A note on combined inference on the common coefficient of variation using confidence distributions." Electron. J. Statist. 9 (1) 219 - 233, 2015. https://doi.org/10.1214/15-EJS993

Information

Published: 2015
First available in Project Euclid: 12 February 2015

zbMATH: 1307.62079
MathSciNet: MR3312408
Digital Object Identifier: 10.1214/15-EJS993

Subjects:
Primary: 62F25
Secondary: 62P99

Rights: Copyright © 2015 The Institute of Mathematical Statistics and the Bernoulli Society

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Vol.9 • No. 1 • 2015
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