A comparison of some confidence intervals for estimating the population coefficient of variation: a simulation study
Gulhar, Monika
Golam Kibria, B. M.
Albatineh, Ahmed N.
Ahmed, Nasar U.

Fecha: 2012
Resumen: This paper considers several confidence intervals for estimating the population coefficient of variation based on parametric, nonparametric and modified methods. A simulation study has been conducted to compare the performance of the existing and newly proposed interval estimators. Many intervals were modified in our study by estimating the variance with the median instead of the mean and these modifications were also successful. Data were generated from normal, chi-square, and gamma distributions for CV = 0. 1, 0. 3, and 0. 5. We reported coverage probability and interval length for each estimator. The results were applied to two public health data: child birth weight and cigarette smoking prevalence. Overall, good intervals included an interval for chi-square distributions by McKay (1932), an interval estimator for normal distributions by Miller (1991), and our proposed interval.
Derechos: Aquest document està subjecte a una llicència d'ús Creative Commons. Es permet la reproducció total o parcial i la comunicació pública de l'obra, sempre que no sigui amb finalitats comercials, i sempre que es reconegui l'autoria de l'obra original. No es permet la creació d'obres derivades. Creative Commons
Lengua: Anglès.
Documento: article ; recerca ; publishedVersion
Materia: Average width ; Coefficient of variation ; Inverted coefficient of variation ; Confidence interval ; Coverage probability ; Simulation study ; Skewed distributions
Publicado en: SORT : statistics and operations research transactions, Vol. 36, Núm. 1 (January-June 2012) , p. 45-68, ISSN 1696-2281

Adreça original: https://www.raco.cat/index.php/SORT/article/view/254883


24 p, 1.4 MB

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