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A comparison of some confidence intervals for estimating the population coefficient of variation: a simulation study

机译:用于估计人口变异系数的一些置信区间的比较:模拟研究

摘要

This paper considers several confidence intervals for estimating the population coefficient of variation based on parametric, nonparametric and modified methods. A simulation study has been conducted to compare the performance of the existing and newly proposed interval estimators. Many intervals were modified in our study by estimating the variance with the median instead of the mean and these modifications were also successful. Data were generated from normal, chi-square, and gamma distributions for CV = 0.1, 0.3, and 0.5. We reported coverage probability and interval length for each estimator. The results were applied to two public health data: child birth weight and cigarette smoking prevalence. Overall, good intervals included an interval for chi-square distributions by McKay (1932), an interval estimator for normal distributions by Miller (1991), and our proposed interval.
机译:本文考虑了几种置信区间,用于基于参数,非参数和改进方法来估计总体变异系数。进行了仿真研究,以比较现有和新提出的区间估计器的性能。在我们的研究中,通过估计与中位数而不是均值的方差对许多区间进行了修改,这些修改也很成功。数据是从正态分布,卡方分布和伽玛分布得出的,CV = 0.1、0.3和0.5。我们报告了每个估计量的覆盖概率和间隔长度。将结果应用于两个公共卫生数据:儿童出生体重和吸烟率。总的来说,好的间隔包括McKay(1932)的卡方分布间隔,Miller(1991)的正态分布间隔估计量以及我们建议的间隔。

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