Simultaneous confidence intervals for ordered pairwise differences of exponential location parameters under heteroscedasticity

2013 ◽  
Vol 83 (12) ◽  
pp. 2673-2678 ◽  
Author(s):  
Parminder Singh ◽  
Navdeep Singh
Keyword(s):  
Confidence Intervals ◽  
Simultaneous Confidence Intervals ◽  
Location Parameters ◽  
Pairwise Differences

scholarly journals Simultaneous confidence intervals for all pairwise differences between the coefficients of variation of rainfall series in Thailand

PeerJ ◽  
2021 ◽  
Vol 9 ◽  
pp. e11651
Author(s):  
Noppadon Yosboonruang ◽  
Sa-Aat Niwitpong ◽  
Suparat Niwitpong
Keyword(s):  
Confidence Intervals ◽  
Credible Interval ◽  
Rainfall Series ◽  
Good Tool ◽  
Simultaneous Confidence Intervals ◽  
Lognormal Distributions ◽  
Bayesian Credible Interval ◽  
Coefficients Of Variation ◽  
Pairwise Differences ◽  
Fiducial Generalized Confidence Interval

The delta-lognormal distribution is a combination of binomial and lognormal distributions, and so rainfall series that include zero and positive values conform to this distribution. The coefficient of variation is a good tool for measuring the dispersion of rainfall. Statistical estimation can be used not only to illustrate the dispersion of rainfall but also to describe the differences between rainfall dispersions from several areas simultaneously. Therefore, the purpose of this study is to construct simultaneous confidence intervals for all pairwise differences between the coefficients of variation of delta-lognormal distributions using three methods: fiducial generalized confidence interval, Bayesian, and the method of variance estimates recovery. Their performances were gauged by measuring their coverage probabilities together with their expected lengths via Monte Carlo simulation. The results indicate that the Bayesian credible interval using the Jeffreys’ rule prior outperformed the others in virtually all cases. Rainfall series from five regions in Thailand were used to demonstrate the efficacies of the proposed methods.

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