Advances and Applications in Statistics
Volume 48, Issue 5, Pages 337 - 347
(May 2016) http://dx.doi.org/10.17654/AS048050337 |
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CONFIDENCE INTERVALS FOR THE DIFFERENCE BETWEEN INVERSE OF NORMAL MEANS
Suparat Niwitpong and Arunee Wongkhao
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Abstract: This paper presents three new confidence intervals for the difference between inverse of normal means. One of the new confidence intervals based on the approximation confidence interval is constructed. In addition, the method of variance estimates recovery (MOVER)andthegeneralizedconfidenceinterval(GCI) are proposed. Monte Carlo simulation is used to assess the performance of these intervals based on their coverage probabilities and expected lengths. An application is included to illustrate our methods. |
Keywords and phrases: coverage probability, expected length, Monte Carlo simulation. |
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