Advances and Applications in Statistics
Volume 53, Issue 3, Pages 285 - 311
(September 2018) http://dx.doi.org/10.17654/AS053030285 |
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CONFIDENCE INTERVALS FOR COMMON VARIANCE OF SEVERAL ONE-PARAMETER EXPONENTIAL POPULATIONS
Warisa Thangjai and Suparat Niwitpong
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Abstract: This paper presents a generalized confidence interval approach, large sample approach, and two adjusted MOVER approaches (method 1 and method 2) for confidence interval estimation of a common variance from several independent samples drawn from one-parameter exponential populations. Monte Carlo simulation was used to evaluate the performance of the proposed confidence intervals based on coverage probability and average length. The results of a numerical study indicated that the adjusted MOVER approach based on method 2 can be considered as an alternative to construct the confidence interval for the common one-parameter exponential variance. The proposed approach is illustrated by an example. |
Keywords and phrases: one-parameter exponential distribution, generalized confidence interval, large sample confidence interval, adjusted MOVER confidence interval, variance. |
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