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Activity Number: 504
Type: Contributed
Date/Time: Wednesday, August 3, 2016 : 8:30 AM to 10:20 AM
Sponsor: Business and Economic Statistics Section
Abstract #319619 View Presentation
Title: Confidence Intervals for Unknown Means of Both Skewed and Long-Range Dependent Populations
Author(s): Kyungduk Ko*
Companies: Boise State University
Keywords: Confidence Interval ; Effective Number of Independent Samples ; Long Memory ; Skewness

Motivated by Ko et al. (2008), we present methods to calculate confidence intervals for unknown means of populations with skewness and long memory. They are based on the Cornish-Fisher expansion and the concept of effective number of independent samples, which makes calculation for those intervals relatively easy. Performance of the proposed confidence intervals is presented via Monte Carlo simulation and an application to real data.

Authors who are presenting talks have a * after their name.

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