Double Bootstrap-t One-sided Confidence Interval for Population Variance of Skewed Distributions

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Published: Jun 30, 2013
DOI: https://doi.org/10.14456/sustj.2013.6
Keywords:
double bootstrap-t confidence interval variance skewed distribution

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Wararit Panichkitkosolkul
Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University, Thailand. Corresponding author's e-mail: [email protected]

Abstract

This paper proposes a double bootstrap-t one-sided confidence interval for population variance of skewed distributions. The upper endpoint and lower endpoint confidence intervals are studied. The one-sided confidence intervals based on the chi-square statistic, bootstrap-t method and double bootstrap-t method are compared via Monte Carlo simulations. The simulation results indicated that the coverage probabilities of bootstrap-t confidence interval can be increased by using double bootstrap resampling. The upper endpoint confidence interval using double bootstrap-t method predominates the other methods with respect to the coverage probability criteria. The performance of the proposed one-sided confidence interval is illustrated with an empirical example.

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How to Cite
Panichkitkosolkul, W. (2013). Double Bootstrap-t One-sided Confidence Interval for Population Variance of Skewed Distributions. Science, Engineering and Health Studies, 7(2), 9–16. https://doi.org/10.14456/sustj.2013.6
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Volume 7, Number 2 (July - December), 2013
Section
Research Articles

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