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http://dx.doi.org/10.7465/jkdi.2013.24.4.911

Small sample likelihood based inference for the normal variance ratio  

Lee, Woo Dong (Department of Asset Management, Daegu Haany University)
Publication Information
Journal of the Korean Data and Information Science Society / v.24, no.4, 2013 , pp. 911-918 More about this Journal
Abstract
This study deals with the small sample likelihood based inference for the ratio of two normal variances. The small sample likelihood inference is an approximation method. The signed log-likelihood ratio statistic and the modified signed log-likelihood ratio statistic, which converge to standard normal distribution, are proposed for the normal variance ratio. Through the simulation study, the coverage probabilities of confidence interval and power of the exact, the signed log-likelihood and the modified signed log-likelihood ratio statistic will be compared. A real data example will be provided.
Keywords
Likelihood based inference; modified signed log-likelihood ratio statistic; normal variance ratio; signed log-likelihood ratio statistic;
Citations & Related Records
Times Cited By KSCI : 3  (Citation Analysis)
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