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Confidence intervals for the difference between normal means with known coefficients of variation

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Abstract

Statistical estimation of the difference between normal means with known coefficients of variation has been investigated for the first time. This phenomenon occurs normally in environment and agriculture experiments when the scientist knows the coefficients of variation of their experiments. In this paper, we constructed new confidence intervals for the difference between normal means with known coefficients of variation. We also derived analytic expressions for the coverage probability and the expected length of each confidence interval. To confirm our theoretical results, Monte Carlo simulation will be used to assess the performance of these intervals based on their coverage probabilities and their expected lengths and we also show our result to the real problem.

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Acknowledgements

We would like to express appreciation to the anonymous reviewers and an editor for their constructive comments on our manuscript. The second author is grateful to grant number KMUTNB-GOV-58-32 from King Mongkut’s University of Technology North Bangkok.

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Correspondence to Sa-aat Niwitpong.

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Niwitpong, S., Niwitpong, Sa. Confidence intervals for the difference between normal means with known coefficients of variation. Ann Oper Res 256, 237–251 (2017). https://doi.org/10.1007/s10479-016-2388-9

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  • DOI: https://doi.org/10.1007/s10479-016-2388-9

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