Inference on the ratio of two coefficients of variation of two lognormal distributions

Jun Mo Nam, Deukwoo Kwon

Research output: Contribution to journalArticlepeer-review

9 Scopus citations

Abstract

The coefficient of variation (CV) can be used as an index of reliability of measurement. The lognormal distribution has been applied to fit data in many fields. We developed approximate interval estimation of the ratio of two coefficients of variation (CsV) for lognormal distributions by using the Wald-type, Fieller-type, log methods, and method of variance estimates recovery (MOVER). The simulation studies show that empirical coverage rates of the methods are satisfactorily close to a nominal coverage rate for medium sample sizes.

Original languageEnglish (US)
Pages (from-to)8575-8587
Number of pages13
JournalCommunications in Statistics - Theory and Methods
Volume46
Issue number17
DOIs
StatePublished - Sep 2 2017

Keywords

  • Interval estimation
  • Lognormal distribution
  • Ratio of two coefficients of variation
  • Reliability

ASJC Scopus subject areas

  • Statistics and Probability

Fingerprint

Dive into the research topics of 'Inference on the ratio of two coefficients of variation of two lognormal distributions'. Together they form a unique fingerprint.

Cite this