The views expressed here are those of the individual authors and not necessarily those of the JSM sponsors, their officers, or their staff.
Abstract Details
|
Activity Number:
|
409
|
|
Type:
|
Contributed
|
|
Date/Time:
|
Tuesday, August 2, 2011 : 2:00 PM to 3:50 PM
|
|
Sponsor:
|
Section on Statistical Computing
|
| Abstract - #300835 |
|
Title:
|
New Approximate Bayesian Confidence Intervals for the Coefficient of Variation of a Gaussian Distribution
|
|
Author(s):
|
Vincent A. R. Camara*+
|
|
Companies:
|
Research Center for Bayesian Applications Inc.
|
|
Address:
|
8799 Bardmoor Blvd. , Largo,, FL, 33777, USA
|
|
Keywords:
|
Estimation; Loss functions; Confidence Intervals, Statistical analysis.
|
|
Abstract:
|
Abstract: The aim of the present study is to obtain and compare confidence intervals for the coefficient of variation of a Gaussian distribution. Considering the square error and the Higgins-Tsokos loss functions, approximate Bayesian confidence intervals for the coefficient of variation of a normal population are derived. Using normal data and SAS software, the obtained approximate Bayesian confidence intervals will then be compared to a published classical model.
It is shown that the proposed approximate Bayesian approach relies only on the observations. The classical approach that uses the standard normal distribution does not always yield the best confidence intervals. In fact, the proposed approach has great coverage accuracy and performs often better.
|
The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
Back to the full JSM 2011 program
|
2011 JSM Online Program Home
For information, contact jsm@amstat.org or phone (888) 231-3473.
If you have questions about the Continuing Education program, please contact the Education Department.