Robust confidence intervals for the difference oftwo independent population variances

AKYÜZ, HAYRIYE ESRA; Gamgam, Hamza

doi:10.15672/hujms.475318

Robust confidence intervals for the difference oftwo independent population variances

Hayriye Esra AKYÜZ, (Bitlis Eren Üniversitesi, Fen Edebiyat Fakültesi, İstatistik Bölümü, Bitlis, Türkiye)

Hamza GAMGAM (Gazi Üniversitesi, Fen Fakültesi, İstatistik Bölümü, Ankara, Türkiye)

Hacettepe Journal of Mathematics and Statistics

1 0

Yıl: 2020 Cilt: 49 Sayı: 1 Sayfa Aralığı: 478 - 493 Metin Dili: İngilizce DOI: 10.15672/hujms.475318 İndeks Tarihi: 25-10-2020

Robust confidence intervals for the difference oftwo independent population variances

Öz:

In this study, we propose confidence intervals and their bootstrap versions for the differ-ence of variances of two independent population using some robust variance estimators.The proposed confidence intervals are compared with Herbert confidence interval in termsof coverage probability and average width. A simulation study is conducted to evaluateperformances of the proposed confidence intervals under different scenarios. The simula-tion results indicate that the coverage probabilities for the proposed confidence intervalsare very close to nominal confidence levels when the difference of population variancesis zero. Confidence interval based on binary distance produces the narrowest averagewidths. Herbert confidence interval have not perform well for skewed distribution pop-ulations. Confidence interval based on comedian is generally recommended when thedifference of population variances for skewed distributions is not zero. Average widthsof bootstrap percentile confidence intervals are smaller, and decreases as sample size andnominal size increases, as expected. Consequently, we recommend bootstrap percentileconfidence interval based on binary distances for skewed distributions.

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Belge Türü: Makale Makale Türü: Araştırma Makalesi Erişim Türü: Erişime Açık

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APA	AKYÜZ H, Gamgam H (2020). Robust confidence intervals for the difference oftwo independent population variances. , 478 - 493. 10.15672/hujms.475318
Chicago	AKYÜZ HAYRIYE ESRA,Gamgam Hamza Robust confidence intervals for the difference oftwo independent population variances. (2020): 478 - 493. 10.15672/hujms.475318
MLA	AKYÜZ HAYRIYE ESRA,Gamgam Hamza Robust confidence intervals for the difference oftwo independent population variances. , 2020, ss.478 - 493. 10.15672/hujms.475318
AMA	AKYÜZ H,Gamgam H Robust confidence intervals for the difference oftwo independent population variances. . 2020; 478 - 493. 10.15672/hujms.475318
Vancouver	AKYÜZ H,Gamgam H Robust confidence intervals for the difference oftwo independent population variances. . 2020; 478 - 493. 10.15672/hujms.475318
IEEE	AKYÜZ H,Gamgam H "Robust confidence intervals for the difference oftwo independent population variances." , ss.478 - 493, 2020. 10.15672/hujms.475318
ISNAD	AKYÜZ, HAYRIYE ESRA - Gamgam, Hamza. "Robust confidence intervals for the difference oftwo independent population variances". (2020), 478-493. https://doi.org/10.15672/hujms.475318

APA	AKYÜZ H, Gamgam H (2020). Robust confidence intervals for the difference oftwo independent population variances. Hacettepe Journal of Mathematics and Statistics, 49(1), 478 - 493. 10.15672/hujms.475318
Chicago	AKYÜZ HAYRIYE ESRA,Gamgam Hamza Robust confidence intervals for the difference oftwo independent population variances. Hacettepe Journal of Mathematics and Statistics 49, no.1 (2020): 478 - 493. 10.15672/hujms.475318
MLA	AKYÜZ HAYRIYE ESRA,Gamgam Hamza Robust confidence intervals for the difference oftwo independent population variances. Hacettepe Journal of Mathematics and Statistics, vol.49, no.1, 2020, ss.478 - 493. 10.15672/hujms.475318
AMA	AKYÜZ H,Gamgam H Robust confidence intervals for the difference oftwo independent population variances. Hacettepe Journal of Mathematics and Statistics. 2020; 49(1): 478 - 493. 10.15672/hujms.475318
Vancouver	AKYÜZ H,Gamgam H Robust confidence intervals for the difference oftwo independent population variances. Hacettepe Journal of Mathematics and Statistics. 2020; 49(1): 478 - 493. 10.15672/hujms.475318
IEEE	AKYÜZ H,Gamgam H "Robust confidence intervals for the difference oftwo independent population variances." Hacettepe Journal of Mathematics and Statistics, 49, ss.478 - 493, 2020. 10.15672/hujms.475318
ISNAD	AKYÜZ, HAYRIYE ESRA - Gamgam, Hamza. "Robust confidence intervals for the difference oftwo independent population variances". Hacettepe Journal of Mathematics and Statistics 49/1 (2020), 478-493. https://doi.org/10.15672/hujms.475318