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Double Bootstrap-t One-Sided Confidence Interval for Population Variance of Skewed Distributions |
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| รหัสดีโอไอ | |
| Creator | Wararit Panichkitkosolkul |
| Title | Double Bootstrap-t One-Sided Confidence Interval for Population Variance of Skewed Distributions |
| Publisher | Silpakorn University Research and Development Institute |
| Publication Year | 2556 |
| Journal Title | Silpakorn University Science and Technology Journal |
| Journal Vol. | 7 |
| Journal No. | 2 |
| Page no. | 9.-16 |
| Keyword | Double Bootstrap-t, Confidence Interval, Variance, Skewed Distribution |
| ISSN | 1905-9159 |
| Abstract | This paper proposes a double bootstrap-t one-sided confidence interval for population variance of skewed distributions. The upper endpoint and lower endpoint confidence intervals are studied. The onesided confidence intervals based on the chi-square statistic, bootstrap-t method and double bootstrap-t method are compared via Monte Carlo simulations. The simulation results indicated that the coverage probabilities of bootstrap-t confidence interval can be increased by using double bootstrap resampling. The upper endpoint confidence interval using double bootstrap-t method predominates the other methods with respect to the coverage probability criteria. The performance of the proposed one-sided confidence interval is illustrated with an empirical example. |
