Interval estimation for the difference of two independent variances

Herbert, RD; Hayen, A; Macaskill, P; Walter, SD

Interval estimation for the difference of two independent variances

Herbert, RD Hayen, A

Macaskill, P Walter, SD

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Publication Type:: Journal Article
Citation:: Communications in Statistics: Simulation and Computation, 2011, 40 (5), pp. 744 - 758
Issue Date:: 2011-05-01

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Field	Value	Language
dc.contributor.author	Herbert, RD	en_US
dc.contributor.author	Hayen, A https://orcid.org/0000-0003-4046-8030	en_US
dc.contributor.author	Macaskill, P	en_US
dc.contributor.author	Walter, SD	en_US
dc.date.issued	2011-05-01	en_US
dc.identifier.citation	Communications in Statistics: Simulation and Computation, 2011, 40 (5), pp. 744 - 758	en_US
dc.identifier.issn	0361-0918	en_US
dc.identifier.uri	http://hdl.handle.net/10453/116401
dc.description.abstract	Analytical methods for interval estimation of differences between variances have not been described. A simple analytical method is given for interval estimation of the difference between variances of two independent samples. It is shown, using simulations, that confidence intervals generated with this method have close to nominal coverage even when sample sizes are small and unequal and observations are highly skewed and leptokurtic, provided the difference in variances is not very large. The method is also adapted for testing the hypothesis of no difference between variances. The test is robust but slightly less powerful than Bonett's test with small samples. Copyright © Taylor & Francis Group, LLC.	en_US
dc.relation.ispartof	Communications in Statistics: Simulation and Computation	en_US
dc.relation.isbasedon	10.1080/03610918.2011.552824	en_US
dc.subject.classification	Statistics & Probability	en_US
dc.title	Interval estimation for the difference of two independent variances	en_US
dc.type	Journal Article
utslib.citation.volume	5	en_US
utslib.citation.volume	40	en_US
utslib.for	080205 Numerical Computation	en_US
utslib.for	0104 Statistics	en_US
utslib.for	01 Mathematical Sciences	en_US
utslib.for	08 Information and Computing Sciences	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Health
pubs.organisational-group	/University of Technology Sydney/Faculty of Health/Public Health
utslib.copyright.status	closed_access
pubs.issue	5	en_US
pubs.publication-status	Published	en_US
pubs.volume	40	en_US

Abstract:

Analytical methods for interval estimation of differences between variances have not been described. A simple analytical method is given for interval estimation of the difference between variances of two independent samples. It is shown, using simulations, that confidence intervals generated with this method have close to nominal coverage even when sample sizes are small and unequal and observations are highly skewed and leptokurtic, provided the difference in variances is not very large. The method is also adapted for testing the hypothesis of no difference between variances. The test is robust but slightly less powerful than Bonett's test with small samples. Copyright © Taylor & Francis Group, LLC.

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/116401