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Confidence interval estimation for the difference and ratio of the means of two gamma distributions.

Authors :
Gao, Yi
Tian, Lili
Source :
Communications in Statistics: Simulation & Computation. 2024, Vol. 53 Issue 8, p3880-3893. 14p.
Publication Year :
2024

Abstract

Gamma distribution is widely used in applied fields due to its flexibility of accommodating right-skewed data. This article explores statistical methods for constructing confidence intervals for both the difference and ratio of two gamma means. We propose several methods based on the concepts of generalized inference, variance estimates recovery (MOVER) and parametric bootstrapping. The performances of proposed methods are evaluated and compared via a comprehensive simulation study. Simulation results show that the hybrid method that combines MOVER with parametric bootstrapping can provide confidence intervals with reasonable coverage probabilities and interval lengths even for parameter settings with small shape parameters. Finally, two real data examples from environmental and engineering studies are analyzed using the proposed methods. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610918
Volume :
53
Issue :
8
Database :
Academic Search Index
Journal :
Communications in Statistics: Simulation & Computation
Publication Type :
Academic Journal
Accession number :
179296985
Full Text :
https://doi.org/10.1080/03610918.2022.2116646