Estimation of the Ratio of the Variances of Two Independent Normal Populations
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Authors
Thompson, Harry Dick
Issue Date
2013
Type
Thesis
Language
Keywords
Confidence interval , F distribution , Interval estimation , Quantile values , Ratio of variances , Two independent normal population
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Abstract
We consider the problem of deriving a confidence interval for the ratio of the variances of two independent normal distributions. We show that the common practice of estimation by equal tail areas is not the best approach to this problem. We review and compare several alternative approaches that appear in the literature, and provide recommendations to the practitioner. Our main contribution are specific formulas for computing the quantiles of the relevant F distribution that are needed for constructing the confidence intervals.
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In Copyright(All Rights Reserved)