Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation

This paper proposes confidence intervals for a single mean and difference of two means of normal distributions with unknown coefficients of variation (CVs). The generalized confidence interval (GCI) approach and large sample (LS) approach were proposed to construct confidence intervals for the singl...

Full description

Bibliographic Details
Main Authors: Warisa Thangjai, Suparat Niwitpong, Sa-Aat Niwitpong
Format: Article
Language:English
Published: MDPI AG 2017-07-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/5/3/39
_version_ 1818212796348760064
author Warisa Thangjai
Suparat Niwitpong
Sa-Aat Niwitpong
author_facet Warisa Thangjai
Suparat Niwitpong
Sa-Aat Niwitpong
author_sort Warisa Thangjai
collection DOAJ
description This paper proposes confidence intervals for a single mean and difference of two means of normal distributions with unknown coefficients of variation (CVs). The generalized confidence interval (GCI) approach and large sample (LS) approach were proposed to construct confidence intervals for the single normal mean with unknown CV. These confidence intervals were compared with existing confidence interval for the single normal mean based on the Student’s t-distribution (small sample size case) and the z-distribution (large sample size case). Furthermore, the confidence intervals for the difference between two normal means with unknown CVs were constructed based on the GCI approach, the method of variance estimates recovery (MOVER) approach and the LS approach and then compared with the Welch–Satterthwaite (WS) approach. The coverage probability and average length of the proposed confidence intervals were evaluated via Monte Carlo simulation. The results indicated that the GCIs for the single normal mean and the difference of two normal means with unknown CVs are better than the other confidence intervals. Finally, three datasets are given to illustrate the proposed confidence intervals.
first_indexed 2024-12-12T05:54:05Z
format Article
id doaj.art-74071c6fae594bd1a14f095f47f8d749
institution Directory Open Access Journal
issn 2227-7390
language English
last_indexed 2024-12-12T05:54:05Z
publishDate 2017-07-01
publisher MDPI AG
record_format Article
series Mathematics
spelling doaj.art-74071c6fae594bd1a14f095f47f8d7492022-12-22T00:35:36ZengMDPI AGMathematics2227-73902017-07-01533910.3390/math5030039math5030039Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of VariationWarisa Thangjai0Suparat Niwitpong1Sa-Aat Niwitpong2Department of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology NorthBangkok, Bangkok 10800, ThailandDepartment of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology NorthBangkok, Bangkok 10800, ThailandDepartment of Applied Statistics, Faculty of Applied Science, King Mongkut’s University of Technology NorthBangkok, Bangkok 10800, ThailandThis paper proposes confidence intervals for a single mean and difference of two means of normal distributions with unknown coefficients of variation (CVs). The generalized confidence interval (GCI) approach and large sample (LS) approach were proposed to construct confidence intervals for the single normal mean with unknown CV. These confidence intervals were compared with existing confidence interval for the single normal mean based on the Student’s t-distribution (small sample size case) and the z-distribution (large sample size case). Furthermore, the confidence intervals for the difference between two normal means with unknown CVs were constructed based on the GCI approach, the method of variance estimates recovery (MOVER) approach and the LS approach and then compared with the Welch–Satterthwaite (WS) approach. The coverage probability and average length of the proposed confidence intervals were evaluated via Monte Carlo simulation. The results indicated that the GCIs for the single normal mean and the difference of two normal means with unknown CVs are better than the other confidence intervals. Finally, three datasets are given to illustrate the proposed confidence intervals.https://www.mdpi.com/2227-7390/5/3/39meancoefficient of variation (CV)normal distributiongeneralized confidence interval (GCI) approachmethod of variance estimates recovery (MOVER) approach
spellingShingle Warisa Thangjai
Suparat Niwitpong
Sa-Aat Niwitpong
Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
Mathematics
mean
coefficient of variation (CV)
normal distribution
generalized confidence interval (GCI) approach
method of variance estimates recovery (MOVER) approach
title Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
title_full Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
title_fullStr Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
title_full_unstemmed Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
title_short Confidence Intervals for Mean and Difference between Means of Normal Distributions with Unknown Coefficients of Variation
title_sort confidence intervals for mean and difference between means of normal distributions with unknown coefficients of variation
topic mean
coefficient of variation (CV)
normal distribution
generalized confidence interval (GCI) approach
method of variance estimates recovery (MOVER) approach
url https://www.mdpi.com/2227-7390/5/3/39
work_keys_str_mv AT warisathangjai confidenceintervalsformeananddifferencebetweenmeansofnormaldistributionswithunknowncoefficientsofvariation
AT suparatniwitpong confidenceintervalsformeananddifferencebetweenmeansofnormaldistributionswithunknowncoefficientsofvariation
AT saaatniwitpong confidenceintervalsformeananddifferencebetweenmeansofnormaldistributionswithunknowncoefficientsofvariation