Advances and Applications in Statistics
Volume 26, Issue 1, Pages 41 - 62
(January 2012)
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CONFIDENCE INTERVAL ESTIMATION FOR THE RATIO OF MEANS OF TWO INDEPENDENT LOGNORMAL DISTRIBUTIONS WITH APPLICATIONS TO HEALTH ECONOMICS
Amany Hassan Abdel-Karim
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Abstract: The purpose of this study is constructing confidence interval for the ratio of means of two independent lognormal distributions considering two approaches, one is the fiducial generalized confidence intervals and the other is the method of variance estimates recovery. Throughout the series of computer simulations, the performance of both the approaches is investigated. The empirical coverage probability, interval width, and time consumption are evaluated and discussed for both the approaches. |
Keywords and phrases: coverage probability, fiducial generalized confidence interval, method of variance estimates recovery, Monte-Carlo method. |
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