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Autor
Galeone Carlotta (Università degli Studi di Milano, Italy), Pollastri Angiola (Università degli Studi di Milano-Bicocca, Italy)
Tytuł
Confidence Intervals for the Ratio of Two Means Using the Distribution of the Quotient of Two Normals
Źródło
Statistics in Transition, 2012, vol. 13, nr 3, s. 451-472, aneks, rys., tab., bibliogr. 26 poz.
Słowa kluczowe
Symulacja Monte Carlo, Estymacja, Estymatory, Metody statystyczne, Rozkłady normalne
Monte Carlo simulation, Estimation, Estimators, Statistical methods, Normal distribution
Uwagi
summ.
Abstrakt
In various scientific fields such as medicine, biology and bioassay, several ratio quantities assumed to be Normal, are of potential interest. The estimator of the ratio of two means is a ratio of two random variables normally or asymptotically normally distributed. The present paper shows the importance of considering the real distribution of the estimator of the ratio of two means, because generally the approximation to Normal is not satisfied. The estimated asymptotic cumulative and density function of the estimator of the ratio is presented, with several considerations on the skewness. Finally, a new method for building confidence intervals for the ratio of two means was proposed. In contrast to other parametric methods, this new method is worthy to be preferred because it considers the skewness in the distribution of the ratio estimator, and the confidence intervals are always bounded. (original abstract)
Dostępne w
Biblioteka Główna Uniwersytetu Ekonomicznego w Krakowie
Biblioteka SGH im. Profesora Andrzeja Grodka
Biblioteka Główna Uniwersytetu Ekonomicznego w Katowicach
Biblioteka Główna Uniwersytetu Ekonomicznego w Poznaniu
Biblioteka Główna Uniwersytetu Ekonomicznego we Wrocławiu
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Bibliografia
Pokaż
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ISSN
1234-7655
Język
eng
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