Confidence intervals for means and variances of nonnormal distributions

DOI10.1080/03610918.2021.1963448OpenAlexW3193779520MaRDI QIDQ6083003

José Dias Curto

Publication date: 7 December 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1963448

zbMATH Keywords

Monte Carlo simulationcoverage probabilitygeometric average

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to social sciences (62P25) Monte Carlo methods (65C05)

Cites Work

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• A bootstrap test for equality of variances
• Approximate confidence interval for standard deviation of nonnormal distributions
• Nonparametric confidence intervals for population variance of one sample and the difference of variances of two samples
• Modified t Tests and Confidence Intervals for Asymmetrical Populations
• A nearly optimal confidence interval for the largest normal mean
• Improved point and confidence interval estimators of mean response in simulation when control variates are used
• Bootstrap Selection of the Smoothing Parameter in Nonparametric Hazard Rate Estimation
• Testing the Mean of Skewed Distributions
• Fixing theFTest for Equal Variances

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