Constructing a confidence interval for the ratio of normal distribution quantiles-Reference-Cited by-同舟云学术

Constructing a confidence interval for the ratio of normal distribution quantiles

Published:2020-08-05 Issue:4 Volume:26 Page:325-334
ISSN:1569-3961
Container-title:Monte Carlo Methods and Applications
language:en
Short-container-title:

Author:

Malekzadeh Ahad¹^ORCID,Mahmoudi Seyed Mahdi²^ORCID

Affiliation:

1. Department of Computer Science and Statistics , Faculty of Mathematics , K. N. Toosi University of Technology , P.O. Box 16765-3381 , Tehran , Iran

2. Faculty of Mathematics, Statistics and Computer Science , Semnan University , P.O. Box 35195-363 , Semnan , Iran

Abstract

Abstract In this paper, to construct a confidence interval (general and shortest) for quantiles of normal distribution in one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we propose a confidence interval for the ratio of quantiles based on the generalized pivotal quantity, and we introduce a simple method for extracting its percentiles, based on which a shorter confidence interval can be created. Also, we provide general and shorter confidence intervals using the method of variance estimate recovery. The performance of five proposed methods will be examined by using simulation and examples.

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Statistics and Probability

Link

https://www.degruyter.com/document/doi/10.1515/mcma-2020-2070/pdf

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