Confidence intervals for the difference between normal means with known coefficients of variation

Suparat Niwitpong and Sa-aat Niwitpong ()
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Suparat Niwitpong: King Mongkut’s University of Technology North Bangkok
Sa-aat Niwitpong: King Mongkut’s University of Technology North Bangkok

Annals of Operations Research, 2017, vol. 256, issue 2, No 4, 237-251

Abstract: Abstract Statistical estimation of the difference between normal means with known coefficients of variation has been investigated for the first time. This phenomenon occurs normally in environment and agriculture experiments when the scientist knows the coefficients of variation of their experiments. In this paper, we constructed new confidence intervals for the difference between normal means with known coefficients of variation. We also derived analytic expressions for the coverage probability and the expected length of each confidence interval. To confirm our theoretical results, Monte Carlo simulation will be used to assess the performance of these intervals based on their coverage probabilities and their expected lengths and we also show our result to the real problem.

Keywords: Confidence interval; Coverage probability; Expected length; Known coefficient of variation (search for similar items in EconPapers)
Date: 2017
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DOI: 10.1007/s10479-016-2388-9

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