Advances and Applications in Statistics
Volume 49, Issue 1, Pages 49 - 65
(July 2016) http://dx.doi.org/10.17654/AS049010049 |
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CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN NORMAL MEANS WITH A KNOWN COEFFICIENT OF VARIATION
Sa-aat Niwitpong
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Abstract: In this paper, confidence intervals for the difference between normal means with known a coefficient of variation are proposed. The proposed confidence intervals are based on “the method of variance estimates recovery (MOVER)” of Zou et al. [16]. These perform well both for the coverage probability and the average length compared with the Welth-Satterthwaite confidence interval. We show these results via Monte Carlo simulation. |
Keywords and phrases: coverage probability, expected length, Monte Carlo simulation. |
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