IDEAS home Printed from https://ideas.repec.org/p/bep/uwabio/1066.html
   My bibliography  Save this paper

Nonparametric Confidence Intervals for the One- and Two-Sample Problems

Author

Listed:
  • Xiao-Hua Zhou

    (University of Washington)

  • Phillip Dinh

    (University of Washington)

Abstract

Confidence intervals for the mean of one sample and the difference in means of two independent samples based on the ordinary-t statistic suffer deficiencies when samples come from skewed distributions. In this article, we evaluate several existing techniques and propose new methods to improve coverage accuracy. The methods examined include the ordinary-t, the bootstrap-t, the biased-corrected acceleration (BCa) bootstrap, and three new intervals based on transformation of the t-statistic. Our study shows that our new transformation intervals and the bootstrap-t intervals give best coverage accuracy for a variety of skewed distributions; and that our new transformation intervals have shorter interval lengths.

Suggested Citation

  • Xiao-Hua Zhou & Phillip Dinh, 2004. "Nonparametric Confidence Intervals for the One- and Two-Sample Problems," UW Biostatistics Working Paper Series 1066, Berkeley Electronic Press.
  • Handle: RePEc:bep:uwabio:1066
    Note: oai:bepress.com:uwbiostat-1066
    as

    Download full text from publisher

    File URL: http://www.bepress.com/cgi/viewcontent.cgi?article=1066&context=uwbiostat
    Download Restriction: no
    ---><---

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Cojbasic, Vesna & Tomovic, Andrija, 2007. "Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5562-5578, August.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bep:uwabio:1066. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.bepress.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.