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Original Articles

Construction of Simultaneous Confidence Intervals for Ratios of Means of Lognormal Distributions

Pages 271-283
Received 22 Sep 2012
Accepted 15 Jan 2013
Accepted author version posted online: 23 Oct 2013
Published online:25 Aug 2014
 
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For constructing simultaneous confidence intervals for ratios of means for lognormal distributions, two approaches using a two-step method of variance estimates recovery are proposed. The first approach proposes fiducial generalized confidence intervals (FGCIs) in the first step followed by the method of variance estimates recovery (MOVER) in the second step (FGCIs–MOVER). The second approach uses MOVER in the first and second steps (MOVER–MOVER). Performance of proposed approaches is compared with simultaneous fiducial generalized confidence intervals (SFGCIs). Monte Carlo simulation is used to evaluate the performance of these approaches in terms of coverage probability, average interval width, and time consumption.