Computational algorithms for double bootstrap confidence intervals
Computational Statistics & Data Analysis
Approximate confidence interval for standard deviation of nonnormal distributions
Computational Statistics & Data Analysis
Robust variance estimation for random effects meta-analysis
Computational Statistics & Data Analysis
Robustness-based design optimization under data uncertainty
Structural and Multidisciplinary Optimization
| Hi-index | 0.03 |
Confidence intervals for the population variance and the difference in variances of two populations based on the ordinary t-statistics combined with the bootstrap method are suggested. Theoretical and practical aspects of the suggested techniques are presented, as well as their comparison with existing methods (methods based on Chi-square statistics and F-statistics). In addition, application of presented methods in domain of insurance property data set is described and analyzed. For data from exponential distribution confidence intervals, which are calculated using described methods (based on transformation of the t-statistics and bootstrap technique), give consistent and best coverage in comparison with other methods.