Confidence intervals of the ratio of means of two independent inverse Gaussian distributions

被引：10

作者：

Tian, LL

Wilding, GE

机构：

[1] Univ Florida, Dept Stat, Div Biostat, Gainesville, FL 32610 USA

[2] Univ Buffalo, Dept Social & Prevent Med, Buffalo, NY USA

来源：

JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2005年 / 133卷 / 02期

关键词：

modified directed log-likelihood ratio; goodness-of-fit test; sufficient statistic;

D O I：

10.1016/j.jspi.2004.01.012

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The inverse Gaussian (IG) distribution is an ideal candidate for modeling positive, right-skewed data. However, there have always been reservations about the use of the IG distribution in data analysis, partially due to the fact the exact confidence interval involving two IG means is not available when the shape parameters are not equal. In this paper, we present an approach based on the modified directed likelihood ratio statistic to obtain the approximate confidence interval of the ratio of two inverse Gaussian means. As assessed by simulation, the coverage probability of the proposed approach is found to be very accurate even for very small sample sizes. (c) 2004 Elsevier B.V. All rights reserved.

引用

页码：381 / 386

页数：6