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Constructing a confidence interval for the ratio of normal distribution quantiles

  • Ahad Malekzadeh ORCID logo and Seyed Mahdi Mahmoudi ORCID logo EMAIL logo

Abstract

In this paper, to construct a confidence interval (general and shortest) for quantiles of normal distribution in one population, we present a pivotal quantity that has non-central t distribution. In the case of two independent normal populations, we propose a confidence interval for the ratio of quantiles based on the generalized pivotal quantity, and we introduce a simple method for extracting its percentiles, based on which a shorter confidence interval can be created. Also, we provide general and shorter confidence intervals using the method of variance estimate recovery. The performance of five proposed methods will be examined by using simulation and examples.

MSC 2010: 62F10; 11K06; 30D35

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Received: 2019-06-23
Accepted: 2020-07-22
Published Online: 2020-08-05
Published in Print: 2020-12-01

© 2020 Walter de Gruyter GmbH, Berlin/Boston

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