Confidence intervals for the ratio of two variances

Vesna Ćojbašić Rajić and J. Stanojević

Journal of Applied Statistics, 2013, vol. 40, issue 10, 2181-2187

Abstract: In this paper we consider confidence intervals for the ratio of two population variances. We propose a confidence interval for the ratio of two variances based on the t -statistic by deriving its Edgeworth expansion and considering Hall's and Johnson's transformations. Then, we consider the coverage accuracy of suggested intervals and intervals based on the F -statistic for some distributions.

Date: 2013
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DOI: 10.1080/02664763.2013.808319

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