Confidence intervals for the ratio of two variances

In this paper we consider confidence intervals for the ratio of two population variances. We propose a confidence interval for the ratio of two variances based on the <italic>t</italic>-statistic by deriving its Edgeworth expansion and considering Hall's and Johnson's transformations. Then, we consider the coverage accuracy of suggested intervals and intervals based on the <italic>F</italic>-statistic for some distributions.

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Year of publication:	2013
Authors:	Vesna ; Cacute ; ojbaši ; cacute ; Raji ; cacute ; Stanojevi, J. ; cacute
Published in:	Journal of Applied Statistics. - Taylor & Francis Journals, ISSN 0266-4763. - Vol. 40.2013, 10, p. 2181-2187
Publisher:	Taylor & Francis Journals

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Extent:	text/html
Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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