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Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances

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  • Wang, Hsiuying

Abstract

The usual confidence intervals for the ratio of two normal variances are constructed from F-distribution. These confidence intervals are especially important in the variance component model. In this paper, I focus on confidence estimate and conditional performance of these confidence intervals. Under some conditions, confidence estimators better than the confidence coefficient are provided in this article. Moreover, conditional properties of these intervals are also discussed.

Suggested Citation

  • Wang, Hsiuying, 2002. "Improved confidence estimators for the usual one-sided confidence intervals for the ratio of two normal variances," Statistics & Probability Letters, Elsevier, vol. 59(3), pages 307-315, October.
    • Handle: RePEc:eee:stapro:v:59:y:2002:i:3:p:307-315
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