Inference on the Ratio of Variances of Two Independent Populations

Authors

  • M. R. Mahmoudi
  • M. Mahmoudi

DOI:

https://doi.org/10.30495/jme.v7i0.199

Keywords:

Cramer’s theorem, ratio of variances, Slutsky’s theorem

Abstract

The asymptotic distribution for the ratio of sample variances
in two independent populations is established. The presented
method can be used to derive the asymptotic confidence interval and hypothesis
testing for the ratio of population variances. The performance
of the new interval is comparable with similar confidence intervals in
the large sample cases. Then the simulation study is provided to compare
our confidence interval with F-statistic method. The proposed
confidence set has a good coverage probability witha shorter length.

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Published

2014-01-01

Issue

Vol. 7

Section

Vol. 7, No. 2, (2013)

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