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Statistical Theory

Confidence interval

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Estimating The Difference Of Percentiles From Two Independent Populations., Romual Eloge Tchouta Aug 2008

Estimating The Difference Of Percentiles From Two Independent Populations., Romual Eloge Tchouta

Electronic Theses and Dissertations

We first consider confidence intervals for a normal percentile, an exponential percentile and a uniform percentile. Then we develop confidence intervals for a difference of percentiles from two independent normal populations, two independent exponential populations and two independent uniform populations. In our study, we mainly focus on the maximum likelihood to develop our confidence intervals. The efficiency of this method is examined via coverage rates obtained in a simulation study done with the statistical software R.