LIKELIHOOD BASED INFERENCE FOR THE RATIO OF GAMMA MEANS

摘要

Inference concerning the ratio of two means based two independent two-parameter gamma models with common shape parameter was examined in Booth et al. (1999) and a computationally intensive bootstrap calibration method was developed. In this paper, a likelihood based method is proposed for small sample inference about the ratio of two means of the two-parameter gamma models when the shape parameters may or may not be equal. The proposed method is very simple to use and, as illustrated in simulation studies, gives extremely accurate results.