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Confidence intervals for the difference between normal means with known coefficients of variation

Author

Listed:
  • Suparat Niwitpong

    (King Mongkut’s University of Technology North Bangkok)

  • Sa-aat Niwitpong

    (King Mongkut’s University of Technology North Bangkok)

Abstract

Statistical estimation of the difference between normal means with known coefficients of variation has been investigated for the first time. This phenomenon occurs normally in environment and agriculture experiments when the scientist knows the coefficients of variation of their experiments. In this paper, we constructed new confidence intervals for the difference between normal means with known coefficients of variation. We also derived analytic expressions for the coverage probability and the expected length of each confidence interval. To confirm our theoretical results, Monte Carlo simulation will be used to assess the performance of these intervals based on their coverage probabilities and their expected lengths and we also show our result to the real problem.

Suggested Citation

  • Suparat Niwitpong & Sa-aat Niwitpong, 2017. "Confidence intervals for the difference between normal means with known coefficients of variation," Annals of Operations Research, Springer, vol. 256(2), pages 237-251, September.
    • Handle: RePEc:spr:annopr:v:256:y:2017:i:2:d:10.1007_s10479-016-2388-9
    DOI: 10.1007/s10479-016-2388-9
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    References listed on IDEAS

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    1. Maity, Arnab & Sherman, Michael, 2006. "The Two-Sample T Test With One Variance Unknown," The American Statistician, American Statistical Association, vol. 60, pages 163-166, May.
    2. Kavitha Bhat & K. Aruna Rao, 2007. "On Tests for a Normal Mean with Known Coefficient of Variation," International Statistical Review, International Statistical Institute, vol. 75(2), pages 170-182, August.
    Full references (including those not matched with items on IDEAS)

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