Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances

Hsiuying Wang*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

The usual confidence intervals for the ratio of two normal variances are constructed from F-distribution. These confidence intervals are especially important in the variance component model. In this paper, I focus on confidence estimate and conditional performance of these confidence intervals. Under some conditions, confidence estimators better than confidence coefficient are provided in this article. Moreover, conditional properties of these intervals are also discussed.

Original languageEnglish
Pages (from-to)307-315
Number of pages9
JournalStatistics and Probability Letters
Volume59
Issue number4
DOIs
StatePublished - 15 Oct 2002

Keywords

  • Betting procedures
  • Confidence estimators
  • Semirelevant betting procedures

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