publication . Article . 2017

Confidence intervals for the weighted coefficients of variation of two-parameter exponential distributions

Warisa Thangjai; Sa-Aat Niwitpong;
Open Access English
  • Published: 06 Apr 2017 Journal: Cogent Mathematics (issn: 2331-1835, Copyright policy)
  • Publisher: Taylor & Francis Group
Abstract
This paper proposes new confidence intervals for the weighted coefficients of variation (CV) of two-parameter exponential distributions based on the adjusted method of variance estimates recovery method (adjusted MOVER). This is then compared with the generalized confidence interval method (GCI) and the large sample method. The performance of these confidence intervals in terms of coverage probabilities and average lengths were evaluated via a Monte Carlo simulation. Simulation studies showed that the GCI should be considered as an alternative to the confidence interval estimation for the weighted CV of two-parameter exponential distributions. However, the adjus...
Subjects
free text keywords: two-parameter exponential distribution, generalized confidence interval, large sample confidence interval, coefficient of variation, adjusted MOVER confidence interval, Mathematics, QA1-939, Confidence interval, Confidence and prediction bands, Confidence distribution, CDF-based nonparametric confidence interval, Credible interval, Confidence region, Tolerance interval, Statistics, Robust confidence intervals
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publication . Article . 2017

Confidence intervals for the weighted coefficients of variation of two-parameter exponential distributions

Warisa Thangjai; Sa-Aat Niwitpong;