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Parametric bootstrap and fiducial inference for two-sample problems: two-parameter Maxwell distributions
Journal article   Peer reviewed

Parametric bootstrap and fiducial inference for two-sample problems: two-parameter Maxwell distributions

Faysal A. Chowdhury and Kalimuthu Krishnamoorthy
Communications in statistics. Simulation and computation, Vol.54(12), pp.1-19
01-13-2025

Abstract

Coverage probability Equivariant estimator Fiducial method Location-scale family MLEs PB approach Precision

Construction of confidence intervals (CIs) for the difference between means and for the ratio of means of two Maxwell distributions is considered. CIs based on the fiducial approach and parametric bootstrap method are proposed and compared with respect to coverage probability and precision. These methods are also extended to find CIs for a difference between percentiles and for a ratio of percentiles of two Maxwell distributions. In particular, CIs for the ratio of the 5th percentiles and for the ratio of the medians are developed and evaluated for accuracy in terms of coverage probability and compared in terms of precision. The methods are illustrated using two examples with real life data.

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