Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples

DOI10.1016/j.csda.2007.03.023zbMath1445.62096OpenAlexW2086834684MaRDI QIDQ1020650

Andrija Tomovic, Vesna Cojbasic

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.03.023

zbMATH Keywords

bootstrapconfidence intervalskewnessEdgeworth expansionconfidence interval for difference in variances

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items (18)

Upper bound of the generalized \(p\) value for the population variances of lognormal distributions with known coefficients of variation ⋮ Estimating a tail of the mixture of log-normal and inverse Gaussian distribution ⋮ Coverage probabilities of confidence intervals for the slope parameter of linear regression model when the error term is not normally distributed ⋮ Confidence intervals for the variance and difference of variances of Birnbaum-Saunders distributions ⋮ Classical and Bayesian methods for testing the ratio of variances of delta-lognormal distributions ⋮ Distribution-dependent and distribution-free confidence intervals for the variance ⋮ Confidence intervals for means and variances of nonnormal distributions ⋮ One-sided confidence intervals for population variances of skewed distributions ⋮ Confidence intervals for the ratio of two variances ⋮ Robust confidence intervals for the difference of two independent population variances ⋮ A coverage probability of bootstrap-t confidence interval for the variance ⋮ Characteristic evolution and matching ⋮ Characteristic evolution and matching ⋮ Characteristic evolution and matching ⋮ Estimating kurtosis and confidence intervals for the variance under nonnormality ⋮ CONFIDENCE INTERVALS FOR VARIANCE AND DIFFERENCE BETWEEN VARIANCES OF ONE-PARAMETER EXPONENTIAL DISTRIBUTIONS ⋮ CONFIDENCE INTERVALS FOR COMMON VARIANCE OF SEVERAL ONE-PARAMETER EXPONENTIAL POPULATIONS ⋮ Characteristic evolution and matching

Uses Software

• bootstrap

Cites Work

• Edgeworth expansion for Student's t statistic under minimal moment conditions
• Computational algorithms for double bootstrap confidence intervals
• Approximate confidence interval for standard deviation of nonnormal distributions
• Robust variance estimation for random effects meta-analysis
• On the number of bootstrap simulations required to construct a confidence interval
• On a partial correction by the bootstrap
• Theoretical comparison of bootstrap confidence intervals
• On the asymptotic accuracy of Efron's bootstrap
• Asymptotic Approximations to Distributions
• Prepivoting to reduce level error of confidence sets
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• Testing the Mean of Skewed Distributions
• Nonparametric confidence intervals for the one- and two-sample problems
• The bootstrap and Edgeworth expansion
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