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Inference on the ratio of two coefficients of variation of two lognormal distributions

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  • Jun-mo Nam
  • Deukwoo Kwon

Abstract

The coefficient of variation (CV) can be used as an index of reliability of measurement. The lognormal distribution has been applied to fit data in many fields. We developed approximate interval estimation of the ratio of two coefficients of variation (CsV) for lognormal distributions by using the Wald-type, Fieller-type, log methods, and method of variance estimates recovery (MOVER). The simulation studies show that empirical coverage rates of the methods are satisfactorily close to a nominal coverage rate for medium sample sizes.

Suggested Citation

  • Jun-mo Nam & Deukwoo Kwon, 2017. "Inference on the ratio of two coefficients of variation of two lognormal distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 46(17), pages 8575-8587, September.
    • Handle: RePEc:taf:lstaxx:v:46:y:2017:i:17:p:8575-8587
    DOI: 10.1080/03610926.2016.1185118
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    Cited by:

    1. Warisa Thangjai & Suparat Niwitpong, 2020. "Comparing particulate matter dispersion in Thailand using the Bayesian Confidence Intervals for ratio of coefficients of variation," Statistics in Transition New Series, Polish Statistical Association, vol. 21(5), pages 41-60, December.

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