Construction of Confidence Intervals and Hypothesis Testing for the Mean of a Normal Population When the Coefficient of Variation is Known

Construction of Confidence Intervals and Hypothesis Testing for the Mean of a Normal Population When the Coefficient of Variation is Known PDF Author: Rubing Luo
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
Approximation of con dence interval and hypothesis testing for a normal mean when the coe cient of variation is known, is quite di erent from the situation when the variance is known. Mostly, the situation when the variance is known is only of theoretical interest. There are many practical situations when the coe cient of variation is known. This situation arises in medical, biological and environmental studies. In the theoretical part of the thesis, we proved that the considered estimates are unbiased estimator with minimum variance and asymptotically normal. We con- struct statistical tests for the normal mean based on the best asymptotically normal estimator with minimum variance and the minimum risk scale equivariant estimator and the modi ed version of them. In the computational part, we calculate the cov- erage probability and width length of con dence interval of ve estimators. We also develop hypothesis tests for normal mean in case of known coe cient of variation. We estimate the type I error and the power of the proposed statistics under di er- ent situations. The simulation results show that all proposed test statistics perform better for a large sample and a small value of coe cient of variation. Keywords: Mean of a normal distribution; Coe cient of variation; Coverage probability; Con dence interval; Hypothesis testing.

Construction of Confidence Intervals and Hypothesis Testing for the Mean of a Normal Population When the Coefficient of Variation is Known

Construction of Confidence Intervals and Hypothesis Testing for the Mean of a Normal Population When the Coefficient of Variation is Known PDF Author: Rubing Luo
Publisher:
ISBN:
Category :
Languages : en
Pages : 0

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Book Description
Approximation of con dence interval and hypothesis testing for a normal mean when the coe cient of variation is known, is quite di erent from the situation when the variance is known. Mostly, the situation when the variance is known is only of theoretical interest. There are many practical situations when the coe cient of variation is known. This situation arises in medical, biological and environmental studies. In the theoretical part of the thesis, we proved that the considered estimates are unbiased estimator with minimum variance and asymptotically normal. We con- struct statistical tests for the normal mean based on the best asymptotically normal estimator with minimum variance and the minimum risk scale equivariant estimator and the modi ed version of them. In the computational part, we calculate the cov- erage probability and width length of con dence interval of ve estimators. We also develop hypothesis tests for normal mean in case of known coe cient of variation. We estimate the type I error and the power of the proposed statistics under di er- ent situations. The simulation results show that all proposed test statistics perform better for a large sample and a small value of coe cient of variation. Keywords: Mean of a normal distribution; Coe cient of variation; Coverage probability; Con dence interval; Hypothesis testing.

Introductory Business Statistics (paperback, B&w)

Introductory Business Statistics (paperback, B&w) PDF Author: Alexander Holmes
Publisher:
ISBN: 9781998109487
Category :
Languages : en
Pages : 0

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Book Description
Printed in b&w. Introductory Business Statistics is designed to meet the scope and sequence requirements of the one-semester statistics course for business, economics, and related majors. Core statistical concepts and skills have been augmented with practical business examples, scenarios, and exercises. The result is a meaningful understanding of the discipline, which will serve students in their business careers and real-world experiences.

Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation

Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation PDF Author: S. P. Verrill
Publisher:
ISBN:
Category : Confidence intervals
Languages : en
Pages : 60

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Book Description
For normally distributed populations, we obtain confidence bounds on a ratio of two coefficients of variation, provide a test for the equality of k coefficients of variation, and provide confidence bounds on a coefficient of variation shared by k populations. To develop these confidence bounds and test, we first establish that estimators based on Newton steps from [the square root of n]-consistent estimators may be used in place of efficient solutions of the likelihood equations in likelihood ratio, Wald, and Rao tests. Taking a quadratic mean differentiability approach, Lehmann and Romano have outlined proofs of similar results. We take a Cramér condition approach and make the conditions and their use explicit. Keywords: coefficient of variation, signal to noise ratio, risk to return ratio, one-step Newton estimators, Newton's method, [the square root of n]-consistent estimators, efficient likelihood estimators, Cramér conditions, quadratic mean differentiability, likelihood ratio test, Wald test, Rao test, asymptotics.

Confidence Intervals on Variance Components

Confidence Intervals on Variance Components PDF Author: Burdick
Publisher: CRC Press
ISBN: 9780824786441
Category : Mathematics
Languages : en
Pages : 238

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Book Description
Summarizes information scattered in the technical literature on a subject too new to be included in most textbooks, but which is of interest to statisticians, and those who use statistics in science and education, at an advanced undergraduate or higher level. Overviews recent research on constructin

Statistical Inference via Data Science: A ModernDive into R and the Tidyverse

Statistical Inference via Data Science: A ModernDive into R and the Tidyverse PDF Author: Chester Ismay
Publisher: CRC Press
ISBN: 1000763463
Category : Mathematics
Languages : en
Pages : 461

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Book Description
Statistical Inference via Data Science: A ModernDive into R and the Tidyverse provides a pathway for learning about statistical inference using data science tools widely used in industry, academia, and government. It introduces the tidyverse suite of R packages, including the ggplot2 package for data visualization, and the dplyr package for data wrangling. After equipping readers with just enough of these data science tools to perform effective exploratory data analyses, the book covers traditional introductory statistics topics like confidence intervals, hypothesis testing, and multiple regression modeling, while focusing on visualization throughout. Features: ● Assumes minimal prerequisites, notably, no prior calculus nor coding experience ● Motivates theory using real-world data, including all domestic flights leaving New York City in 2013, the Gapminder project, and the data journalism website, FiveThirtyEight.com ● Centers on simulation-based approaches to statistical inference rather than mathematical formulas ● Uses the infer package for "tidy" and transparent statistical inference to construct confidence intervals and conduct hypothesis tests via the bootstrap and permutation methods ● Provides all code and output embedded directly in the text; also available in the online version at moderndive.com This book is intended for individuals who would like to simultaneously start developing their data science toolbox and start learning about the inferential and modeling tools used in much of modern-day research. The book can be used in methods and data science courses and first courses in statistics, at both the undergraduate and graduate levels.

NBS Special Publication

NBS Special Publication PDF Author:
Publisher:
ISBN:
Category : Weights and measures
Languages : en
Pages : 574

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Book Description


Comparison of Several Confidence Intervals for Normal Distribution with Known Coefficient of Variation

Comparison of Several Confidence Intervals for Normal Distribution with Known Coefficient of Variation PDF Author: M.T. Alodat
Publisher:
ISBN:
Category :
Languages : en
Pages : 11

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Book Description


Statistics with Confidence

Statistics with Confidence PDF Author: Douglas Altman
Publisher: John Wiley & Sons
ISBN: 1118702506
Category : Medical
Languages : en
Pages : 322

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Book Description
This highly popular introduction to confidence intervals has been thoroughly updated and expanded. It includes methods for using confidence intervals, with illustrative worked examples and extensive guidelines and checklists to help the novice.

Analysis of Variance Via Confidence Intervals

Analysis of Variance Via Confidence Intervals PDF Author: K D Bird
Publisher: SAGE
ISBN: 9780761963578
Category : Social Science
Languages : en
Pages : 244

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Book Description
Analysis of variance - ANOVA - constitutes the main set of statistical methods through which undergraduate and postgraduate students carry out multivariate analysis. This textbook adopts an innovative approach to ANOVA, placing emphasis on confidence intervals rather than tests of significance.

Confidence Intervals, Hypothesis Tests, and T-Tests in Excel - the Excel Statistical Master

Confidence Intervals, Hypothesis Tests, and T-Tests in Excel - the Excel Statistical Master PDF Author: Mark Harmon
Publisher:
ISBN: 0983307008
Category : Computers
Languages : en
Pages :

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Book Description