A simulation study on some parametric confidence

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repeated samples. For a typical testing hypothesis, a p-value is necessary to find whether one should .... lower and upper rates are the fraction out of 10,000 samples ..... 0.7888. 0.1733. 3.3220. 3.4642. 3.4433. 1.4901. 1.7183. SDW. 0.6226.
Proceedings of 14th International Conference on Computer and Infonnation Technology (ICCIT 2011) 22-24 December, 2011, Dhaka, Bangladesh

A Simulation Study on Some Parametric Confidence Intervals for the Difference of Means of Two Skewed Populations t + Shipra Banik and B.M. Golam Kibria tSchool of Engineering and Computer Science, Independent University, Bangladesh, Dhaka, Bangladesh. tDepartment of Mathematics and Statistics, Florida International University, Miami, USA. [email protected], [email protected] likelihood interval and possibly its bootstrap version. The

Abstract Skewed data are common in the Biosciences and in life testing

objective of this paper is to consider several parametric

modeling. In this paper, we evaluate several existing techniques and

confidence intervals for the difference of means of two

propose some new techniques for estimating the differences of means

skewed distributions. Since a theoretical comparison is not

of two skewed populations. A simulation study has been made to

compare the performance of the selected intervals and a real life example has been considered to illustrate the applications of the techniques. We believe the findings of this paper will be helpful for different health researchers those are interested to choose the proper

possible, a simulation study will be conducted to compare the performance of confidence intervals. The plan of the paper is as follows: The considered interval estimators are described in section II. A simulation study along with discussion of the

techniques for estimating the differences of means for two skewed

results is presented in section Ill. A real life data has been

populations.

analyzed in section IV. Finally, some concluding remarks are given in section V.

Keywords: Biometric variable, Coverage probability, Monte Carlo simulation, Polymorphism, Positively skewed, Primary hypertension patients, Statistical inference. I. INTRODUCTION

II. STATISTICAL METHODOLOGY

Let Xlo Xz, ... , Xn and Ylo yZ, ... , Yn be two independent random samples from two populations with means ill and il2 respectively. We want to construct confidence interval for the

others are often interested in comparing the difference of some

mean difference of ill-il2' Let x and y are the sample means and s and s are the sample variances respectively.

measures between two groups (for example, drug effects

A. Ordinary Method

Bio-informatricians, Bio-statisticians, health professionals and

between normal group and treatment group). Recently, health professionals

[1]

studied

total

cholesterol

measurements

(mg/dl) for 133 primary hypertensive (PH) patients and 4 I

/

/

For small samples, the commonly used t-based confidence

interval for il1-il2 is

normotensive (NT) patients. In this paper our plan is to revise the above problem using recent statistical methodologies. Here our focus of analysis is on the difference of means of above two populations using the major branch in Statistics, namely statistical

inference.

This

inference

may

be

finding

a

confidence interval or testing a hypothesis to find the value of population means. Confidence interval is an interval estimate that will capture the true parameter value in the samples.

For a typical testing

repeated

hypothesis, a p-value is

necessary to find whether one should accept or reject the null hypothesis. A convenient way to perform significance test is to compute a confidence interval for the parameter and accept the alternative hypothesis if the assumed parameter lie outside the confidence interval. Using the major branch in Statistics, our target is to test whether PH patients have, on average, higher total cholesterol levels than NT patients?

We have

taken data from [1]. Summary statistics of the total cholesterol measurements (mg/dl) for 133 PH patients and 41 NT patients

UCL

=

(x

-

S2 S2 y) + tn 1 +n,_2 '2

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