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Simultaneous Confidence Intervals for All Differences of Variances of Log-Normal Distributions

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Structural Changes and their Econometric Modeling (TES 2019)

Part of the book series: Studies in Computational Intelligence ((SCI,volume 808))

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Abstract

In this paper, simultaneous confidence intervals for all differences of variances of log-normal distributions are proposed. Our approaches are based on generalized confidence interval (GCI) approach and simulation-based approach. Simulation studies show that the GCI approach has satisfactory performances for all cases. However, the simulation-based approach is recommended for all cases of same standard deviations otherwise the GCI approach is recommended. Finally, a numerical example is given to illustrate the advantages of the proposed approaches.

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Acknowledgements

This research was funded by King Mongkut’s University of Technology North Bangkok. Contract no. KMUTNB-61-DRIVE-006.

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Authors and Affiliations

  1. Faculty of Applied Science, Department of Applied Statistics, King Mongkut’s University of Technology North Bangkok, Bangkok, Thailand

    Warisa Thangjai & Suparat Niwitpong

Authors
  1. Warisa Thangjai
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  2. Suparat Niwitpong
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Corresponding author

Correspondence to Suparat Niwitpong .

Editor information

Editors and Affiliations

  1. Department of Computer Science, University of Texas at El Paso, El Paso, TX, USA

    Vladik Kreinovich

  2. Faculty of Economics, Chiang Mai University, Chiang Mai, Thailand

    Songsak Sriboonchitta

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Thangjai, W., Niwitpong, S. (2019). Simultaneous Confidence Intervals for All Differences of Variances of Log-Normal Distributions. In: Kreinovich, V., Sriboonchitta, S. (eds) Structural Changes and their Econometric Modeling. TES 2019. Studies in Computational Intelligence, vol 808. Springer, Cham. https://doi.org/10.1007/978-3-030-04263-9_18

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