Confidence Intervals for the Signal to Noise Ratio of Two-Parameter Exponential Distribution

摘要

This paper investigates the performance of confidence intervals for signal to noise ratio (SNR) of two-parameter exponential distribution. The confidence intervals were constructed using generalized confidence interval (GCI) approach, large sample (LS) approach, and method of variance estimates recovery (MOVER) approach. The coverage probability and average length of the confidence intervals were evaluated by a Monte Carlo simulation. The results found that the confidence intervals based on the GCI approach provide the best coverage probabilities for all cases. The approaches are illustrated using an example.