Title: A computational method for estimating the ratio of scale parameters in the two-sample problem
Authors: Mona Alduailij - Princess Noura Bint Abdulrahman University (Saudi Arabia) [presenting]
Abstract: In statistical analysis testing, the variation of scale parameters between two samples plays an important role. A computational iterative method is proposed for finding an estimator and a confidence interval of the ratio of the scale parameters for the two-sample problem. A comparison is made between the existing parametric and non-parametric rank tests for the two-sample scale problem, which include linear rank tests and folded rank tests with different score functions, Lehmann test, jackknife test, Sukhatme test, placement tests, permutation tests and the classical Levene tests. A Monte Carlo simulation will be used to show the performance of our algorithm under symmetric and asymmetric distributions for different sample sizes. The performance of the estimator will be compared with the available parametric method for estimation. Also, the performance of the proposed confidence interval will be analyzed by computing the length of the interval and its probability of coverage.