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Comparing the means and variances of a bivariate log-normal distribution.

Authors
Bebu-I; Mathew-T
Source
Stat Med 2008 Jun; 27(14):2684-2696
NIOSHTIC No.
20034632
Abstract
For a bivariate log-normal distribution, a confidence interval is developed for the ratio of the means. The generalized confidence interval approach is used for this purpose, and the procedure is applicable regardless of the sample size. It is also noted that the same approach can be used to obtain a confidence interval for the ratio of the variances. A modified signed log-likelihood ratio procedure is also described for computing confidence intervals. The coverage probabilities of the proposed confidence intervals are estimated by Monte Carlo, and the generalized confidence intervals are found to exhibit satisfactory performance even for small sample sizes. Numerical results also show that the corresponding test procedures provide larger power compared with the modified signed log-likelihood ratio test. Two examples are given: one dealing with the comparison of the means and variances of health-care costs and the other dealing with testing mean equivalence in quantitative assays.
Keywords
Statistical-analysis; Epidemiology; Exposure-assessment; Risk-analysis; Models; Mathematical-models; Health-care; Quantitative-analysis
Contact
Thomas Mathew, Department of Mathematics and Statistics, University of Maryland Baltimore County, 1000 Hilltop Circle, Baltimore, MD 21250
CODEN
SMEDDA
Publication Date
20080601
Document Type
Journal Article
Email Address
mathew@umbc.edu
Funding Amount
400453
Funding Type
Grant
Fiscal Year
2008
NTIS Accession No.
NTIS Price
Identifying No.
Grant-Number-R01-OH-003628
Issue of Publication
14
ISSN
0277-6715
Priority Area
Research Tools and Approaches: Exposure Assessment Methods
Source Name
Statistics in Medicine
State
MD; DC
Performing Organization
University of Maryland, Baltimore
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