Journal article
Interval Estimation for the Difference of Two Independent Variances
Abstract
Analytical methods for interval estimation of differences between variances have not been described. A simple analytical method is given for interval estimation of the difference between variances of two independent samples. It is shown, using simulations, that confidence intervals generated with this method have close to nominal coverage even when sample sizes are small and unequal and observations are highly skewed and leptokurtic, provided …
Authors
Herbert RD; Hayen A; Macaskill P; Walter SD
Journal
Communications in Statistics - Simulation and Computation, Vol. 40, No. 5, pp. 744–758
Publisher
Taylor & Francis
Publication Date
March 16, 2011
DOI
10.1080/03610918.2011.552824
ISSN
0361-0918