Comparing the means and variances of a bivariate log-normal distribution
Comparing the means and variances of a bivariate log-normal distribution
复制标题
DOI：
10.1002/sim.3080
复制
发表时间：
2008-06-30
影响因子：
2
通讯作者：
Mathew, Thomas
中科院分区：
文献类型：
--
作者：
Bebu, Ionut;Mathew, Thomas
对于双变量对数正态分布，为平均值的比值制定置信区间。广义置信区间方法用于此目的，无论样本量如何，该程序均适用。还应注意，可以使用相同的方法来获得方差比的置信区间。一个修改后的签署对数似然比的程序也被描述为计算置信区间。建议的置信区间的覆盖概率估计的Monte Carlo，广义置信区间被发现表现出令人满意的性能，即使在小样本量。数值结果还表明，相应的测试程序提供了更大的权力相比，修改后的符号对数似然比测试。举两个例子：一个涉及保健费用的平均数和方差的比较，另一个涉及定量分析中的平均数相等性检验。版权所有（C）2007约翰威利父子有限公司
For a bivariate log-normal distribution, a confidence interval is developed for the ratio of the means. The generalized confidence interval approach is used for this purpose, and the procedure is applicable regardless of the sample size. It is also noted that the same approach can be used to obtain a confidence interval for the ratio of the variances. A modified signed log-likelihood ratio procedure is also described for computing confidence intervals. The coverage probabilities of the proposed confidence intervals are estimated by Monte Carlo, and the generalized confidence intervals are found to exhibit satisfactory performance even for small sample sizes. Numerical results also show that the corresponding test procedures provide larger power compared with the modified signed log-likelihood ratio test. Two examples are given: one dealing with the comparison of the means and variances of health-care costs and the other dealing with testing mean equivalence in quantitative assays. Copyright (C) 2007 John Wiley & Sons, Ltd.