Inference on the Ratio of Variances of Two Independent Populations
The asymptotic distribution for the ratio of sample variances in two independent populations is established. The presented method can be used to derive the asymptotic confidence interval and hypothesis testing for the ratio of population variances. The performance of the new interval is comparab...
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| Format: | Article |
| Language: | English |
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Islamic Azad University
2013-06-01
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| Series: | Journal of Mathematical Extension |
| Online Access: | http://ijmex.com/index.php/ijmex/article/view/199/121 |
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doaj-5b0ad5abf0d845f795ee40a88074b6232020-11-25T03:36:04ZengIslamic Azad UniversityJournal of Mathematical Extension1735-82991735-82992013-06-01728391Inference on the Ratio of Variances of Two Independent PopulationsM. R. Mahmoudi0M. Mahmoudi1Shiraz UniversityShiraz UniversityThe asymptotic distribution for the ratio of sample variances in two independent populations is established. The presented method can be used to derive the asymptotic confidence interval and hypothesis testing for the ratio of population variances. The performance of the new interval is comparable with similar confidence intervals in the large sample cases. Then the simulation study is provided to compare our confidence interval with F-statistic method. The proposed confidence set has a good coverage probability witha shorter length.http://ijmex.com/index.php/ijmex/article/view/199/121 |
| collection |
DOAJ |
| language |
English |
| format |
Article |
| sources |
DOAJ |
| author |
M. R. Mahmoudi M. Mahmoudi |
| spellingShingle |
M. R. Mahmoudi M. Mahmoudi Inference on the Ratio of Variances of Two Independent Populations Journal of Mathematical Extension |
| author_facet |
M. R. Mahmoudi M. Mahmoudi |
| author_sort |
M. R. Mahmoudi |
| title |
Inference on the Ratio of Variances of Two Independent Populations |
| title_short |
Inference on the Ratio of Variances of Two Independent Populations |
| title_full |
Inference on the Ratio of Variances of Two Independent Populations |
| title_fullStr |
Inference on the Ratio of Variances of Two Independent Populations |
| title_full_unstemmed |
Inference on the Ratio of Variances of Two Independent Populations |
| title_sort |
inference on the ratio of variances of two independent populations |
| publisher |
Islamic Azad University |
| series |
Journal of Mathematical Extension |
| issn |
1735-8299 1735-8299 |
| publishDate |
2013-06-01 |
| description |
The asymptotic distribution for the ratio of sample variances
in two independent populations is established. The presented
method can be used to derive the asymptotic confidence interval and hypothesis
testing for the ratio of population variances. The performance
of the new interval is comparable with similar confidence intervals in
the large sample cases. Then the simulation study is provided to compare
our confidence interval with F-statistic method. The proposed
confidence set has a good coverage probability witha shorter length. |
| url |
http://ijmex.com/index.php/ijmex/article/view/199/121 |
| work_keys_str_mv |
AT mrmahmoudi inferenceontheratioofvariancesoftwoindependentpopulations AT mmahmoudi inferenceontheratioofvariancesoftwoindependentpopulations |
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