Abstract
In this study, estimating the difference in the percentiles of two delta-lognormal independent populations was of interest. We used several parameters in a simulation study to compare two delta-lognormal independent populations in terms of percentiles. By simulation, it was found that the coverage probabilities were sufficiently small with a small sample size (\(n = 10\), \(m = 10\) and \(n = 50\), \(m = 10\)), but when the size of the sample was large, the coverage probabilities increased in all three cases in this study. When applying our method to a real-life weather situation, we found that the rainfall data from the Ping River in Northern Thailand (Fang and Chiang Dao, Chiang Mai province) followed delta-lognormal distribution using the confidence interval of delta-lognormal distribution percentiles and that the coverage probability was well estimated.
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Acknowledgements
The authors acknowledge the financial and research facilities supported by the Department of Applied Statistics, King Mongkut’s University of Technology North Bangkok. Our sincere gratitude is extended to the Meteorological Department for allowing the rainfall data to be used in this research.
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Jaithun, M., Niwitpong, SA., Niwitpong, S. (2019). Estimating the Difference in the Percentiles of Two Delta-Lognormal Independent Populations. In: Kreinovich, V., Sriboonchitta, S. (eds) Structural Changes and their Econometric Modeling. TES 2019. Studies in Computational Intelligence, vol 808. Springer, Cham. https://doi.org/10.1007/978-3-030-04263-9_31
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DOI: https://doi.org/10.1007/978-3-030-04263-9_31
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