Volume 16, Issue 3, September 2017, Pages 354 - 365
Slashed Moment Exponential Distribution
Authors
Yuri A. Iriarte, Juan M. Astorga, Osvaldo Venegas, Héctor W. Gómez
Corresponding Author
Yuri A. Iriarte
Received 18 May 2016, Accepted 28 September 2016, Available Online 1 September 2017.
- DOI
- 10.2991/jsta.2017.16.3.7How to use a DOI?
- Keywords
- Exponentiated moment exponential distribution; kurtosis; moment exponential distribution; slashed moment exponential distribution.
- Abstract
The problem of estimating the ratio of coefficients of variation of two independent lognormal populations is considered. We propose two closed-form approximate confidence intervals (CIs), one is based on the method of variance estimate recovery (MOVER), and another is based on the fiducial approach. The proposed CIs are compared with another CI available in the literature. Our new confidence intervals are very satisfactory in terms of coverage properties even for small samples, and better than other CIs for small to moderate samples. The methods are illustrated using an example.
- Copyright
- © 2017, the Authors. Published by Atlantis Press.
- Open Access
- This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).
Cite this article
TY - JOUR AU - Yuri A. Iriarte AU - Juan M. Astorga AU - Osvaldo Venegas AU - Héctor W. Gómez PY - 2017 DA - 2017/09/01 TI - Slashed Moment Exponential Distribution JO - Journal of Statistical Theory and Applications SP - 354 EP - 365 VL - 16 IS - 3 SN - 2214-1766 UR - https://doi.org/10.2991/jsta.2017.16.3.7 DO - 10.2991/jsta.2017.16.3.7 ID - Iriarte2017 ER -