Confidence Intervals for the Coefficient of Variation of the Delta-Lognormal Distribution

摘要

This paper proposes confidence intervals for the coefficient of variation of the delta-lognormal distribution which are based on the generalized confidence interval (GCI) method, it is compared with the modified Fletcher method. The coverage probabilities and the expected lengths are used for assessing the performance of these confidence interval. Simulation results show that the GCI method perform best in term of the coverage probability and expected length.