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Confidence Intervals for the Ratio of Coefficients of Variation of the Gamma Distributions

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Integrated Uncertainty in Knowledge Modelling and Decision Making (IUKM 2015)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 9376))

Abstract

One of the most useful statistical measures is the coefficient of variation which is widely used in many fields of applications. Not only in a single population, the coefficients of variation are applied in two populations. In this paper, we proposed two new confidence intervals for the ratio of coefficients of variation in the gamma distributions based on the method of variance of estimates recovery with the methods of Score and Wald intervals. Moreover, the coverage probability and expected length of the proposed confidence intervals are evaluated via a Monte Carlo simulation.

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Author information

Authors and Affiliations

  1. Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology North Bangkok, Bangkok, Thailand

    Patarawan Sangnawakij, Sa-Aat Niwitpong & Suparat Niwitpong

Authors
  1. Patarawan Sangnawakij
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  2. Sa-Aat Niwitpong
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  3. Suparat Niwitpong
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Corresponding author

Correspondence to Sa-Aat Niwitpong .

Editor information

Editors and Affiliations

  1. Science and Technology, Japan Advanced Institute of, Nomi, Japan

    Van-Nam Huynh

  2. Science, Dept of Systems Innovation, Osaka University,Graduate School of, Osaka, Japan

    Masahiro Inuiguchi

  3. Université de Technologie de Compiègne, Compiègne, France

    Thierry Demoeux

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© 2015 Springer International Publishing Switzerland

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Sangnawakij, P., Niwitpong, SA., Niwitpong, S. (2015). Confidence Intervals for the Ratio of Coefficients of Variation of the Gamma Distributions. In: Huynh, VN., Inuiguchi, M., Demoeux, T. (eds) Integrated Uncertainty in Knowledge Modelling and Decision Making. IUKM 2015. Lecture Notes in Computer Science(), vol 9376. Springer, Cham. https://doi.org/10.1007/978-3-319-25135-6_19

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  • DOI: https://doi.org/10.1007/978-3-319-25135-6_19

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-25134-9

  • Online ISBN: 978-3-319-25135-6

  • eBook Packages: Computer ScienceComputer Science (R0)

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