Confidence intervals for the variance and difference of variances of Birnbaum-Saunders distributions

被引：6

作者：

Puggard, Wisunee ^{[1
]}

Niwitpong, Sa-Aat ^{[1
]}

Niwitpong, Suparat ^{[1
]}

机构：

[1] King Mongkuts Univ Technol North Bangkok, Dept Appl Stat, Bangkok 10800, Thailand

来源：

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION | 2022年 / 92卷 / 13期

关键词：

Birnbaum-Saunders distributions; variance; bootstrap; generalized confidence intervals; Bayesian confidence interval; the highest posterior density interval; AIR; FAMILY;

D O I：

10.1080/00949655.2022.2050231

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Herein, we present confidence intervals for the variance and difference of variances of Birnbaum-Saunders distributions constructed by using the bootstrap confidence interval (BCI), the generalized confidence interval (GCI), the Bayesian confidence interval (BayCI), and the highest posterior density interval (HPD). The performances of the proposed confidence intervals were investigated in terms of their coverage probabilities and average lengths by running a Monte Carlo simulation. The simulation results reveal that HPD performed the best, even for small sample sizes and/or different values of the shape parameter. To illustrate the efficacy of the proposed confidence intervals, we applied them to datasets of the PM 2.5 concentration in Chiang Mai, Thailand.

引用

页码：2829 / 2845

页数：17

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