2018/01/01 by Chandima N. P. G. Arachchige, Arachchige, Chandima N. P. G., Maxwell Cairns +3
Decision Sciences · Mathematics · #Advanced Statistical Methods and Models #FOS: Mathematics #Probabilistic and Robust Engineering Design #Statistical Methods and Inference #Statistics Theory (math.ST)
paper · pdf · doi:10.48550/arxiv.1801.00523
openalex publication_date 2018/01/01 · openalex created_date 2022/10/04 · openalex updated_date 2026/07/28
Recent research has shown that interval estimators with good coverage\nproperties are achievable for some functions of quantiles, even when sample\nsizes are not large. Motivated by this, we consider interval estimators for the\nratios of independent quantiles and interquantile ranges that will be useful\nwhen comparing location and scale for two samples. Simulations show that the\nintervals have excellent coverage properties for a wide range of distributions,\nincluding those that are heavily skewed. Examples are also considered that\nhighlight the usefulness of using these approaches to compare location and\nscale.\n