期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2017
卷号：16
期号：3
页码：356-367
DOI：10.2991/jsta.2017.16.3.7
语种：English
出版社：Atlantis Press
摘要：The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach. The proposed CIs are compared with another CI available in the literature. Our new confidence intervals are very satisfactory in terms of coverage properties even for small samples, and better than other CIs for small to moderate samples. The methods are illustrated using an example.
关键词：Exponentiated moment exponential distribution; kurtosis; moment exponential distribution; slashed moment exponential distribution.
