Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Small sample likelihood based inference for the normal variance ratio

  • Lee, Woo Dong (Department of Asset Management, Daegu Haany University)
  • Received : 2013.05.20
  • Accepted : 2013.06.10
  • Published : 2013.07.31
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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.

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References

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