Confidence Intervals for the Ratio of the Coefficients of Variation of Inverse-Gamma Distributions

Autor:	Theerapong Kaewprasert, Sa-Aat Niwitpong, Suparat Niwitpong
Rok vydání:	2021
Předmět:	General Computer Science General Chemical Engineering General Engineering
Zdroj:	Applied Science and Engineering Progress.
ISSN:	2673-0421 2672-9156
DOI:	10.14416/j.asep.2021.12.002
Popis:	Herein, we present four methods for constructing confidence intervals for the ratio of the coefficients of variation of inverse-gamma distributions using the percentile bootstrap, fiducial quantities, and Bayesian methods based on the Jeffreys and uniform priors. We compared their performances using coverage probabilities and expected lengths via simulation studies. The results show that the confidence intervals constructed with the Bayesian method based on the uniform prior and fiducial quantities performed better than those constructed with the Bayesian method based on the Jeffreys prior and the percentile bootstrap. Rainfall data from Thailand was used to illustrate the efficacies of the proposed methods.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::cbb094a9af087dbb2184f6f574792b5f https://doi.org/10.14416/j.asep.2021.12.002 Zobrazit plný text záznamu