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Activity Number:
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31
- Statistical Inference of Causality and Structure
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Type:
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Contributed
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Date/Time:
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Sunday, August 7, 2022 : 2:00 PM to 3:50 PM
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Sponsor:
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IMS
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Abstract #322491
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Title:
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Confidence Interval Estimation of the Common Mean of Several Gamma Populations
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Author(s):
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Li Yan*
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Companies:
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Roswell Park Comprehensive Cancer Center
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Keywords:
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generalized pivot;
fiducial inference;
generalized pivvariance estimates recovery (MOVER)
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Abstract:
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Gamma distributions are widely used in applied fields due to its flexibility of accommodating right-skewed data. Although inference methods for a single gamma mean have been well studied, research on the common mean of several gamma populations are sparse. This talk addresses the problem of confidence interval estimation of the common mean of several gamma populations using the concept of generalized inference and the method of variance estimates recovery (MOVER). Simulation studies demonstrate that several proposed approaches can provide confidence intervals with satisfying coverage probabilities even at small sample sizes. The proposed methods are illustrated using two examples.
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Authors who are presenting talks have a * after their name.
