Confidence Interval for Coefficient of Variation of Inverse Gamma Distributions
| Autor: | Suparat Niwitpong, Sa-Aat Niwitpong, Theerapong Kaewprasert |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Percentile
021103 operations research Coefficient of variation 0211 other engineering and technologies Score method Inverse 02 engineering and technology 01 natural sciences Confidence interval 010104 statistics & probability Statistics Gamma distribution 0101 mathematics Inverse-gamma distribution Mathematics |
| Zdroj: | Lecture Notes in Computer Science ISBN: 9783030625085 IUKM |
| DOI: | 10.1007/978-3-030-62509-2_34 |
| Popis: | This paper proposes confidence intervals for a single coefficient of variation (CV) in the inverse gamma distribution, using the score method, the Wald method, and the percentile bootstrap (PB) confidence interval. Mote Carlo simulations were used to investigate the performance of these confidence intervals in terms of coverage probabilities (CP) and expected length (EL). The results showed that the Wald method for the single CVs are better than the other confidence intervals. Finally, these methods applied to determine the confidence interval of a real data from rainfall of Thailand. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
|