Warisa Thangjai Department of Statistics, Faculty of Science, Ramkhamhaeng University, Bangkok, 10240, Thailand , Suparat Niwitpong https://orcid.org/0000- 0003-3059-1131
ARTICLE

(English) PDF

ABSTRACT

Recently, harmful levels of air pollution have been detected in many provinces of Thailand. Particulate matter (PM) contains microscopic solids or liquid droplets that are so small that they can be inhaled and cause serious health problems. A high dispersion of PM is measured by a coefficient of variation of log-normal distribution. Since the log-normal distribution is often used to analyse environmental data such as hazardous dust particle levels and daily rainfall data. These data focus the statistical inference on the coefficient of variation. In this paper, we develop confidence interval estimation for the ratio of coefficients of variation of two log-normal distributions constructed using the Bayesian approach. These confidence intervals were then compared with the existing approaches: method of variance estimates recovery (MOVER), modified MOVER, and approximate fiducial approaches using their coverage probabilities and average lengths via Monte Carlo simulation. The simulation results show that the Bayesian confidence interval performed better than the others in terms of coverage probability and average length. The proposed approach and the existing approaches are illustrated using examples from data set PM10 level and PM2.5 level in the northern Thailand.

KEYWORDS

Bayesian approach, coefficient of variation, confidence interval, log-normal distribution, ratio

REFERENCES

CÄSELLA, G., BERGER, R. L., (2002). Statistical Inference, California:Duxbury.

DONNER, A., ZOU, G. Y., (2002). Interval estimation for a difference between intraclass kappa statistics. Biometrics, 58, pp. 209–215.

ZOU, G.Y., DONNER, A., (2008). Construction of confidence limits about effect measures: a general approach. Statistics in Medicine, 27, pp. 1693–1702.

FAUPEL-BADGER, J.M., FUHRMAN, B.J., XU, X., FALK, R.T., KEEFER, L.K., VEENSTRA, T.D., HOOVER, R.N., ZIEGLER, R.G., (2010). Comparison of liquid chromatographytandem mass spectrometry, RIA, and ELISA methods for measurement of urinary estrogens. Cancer Epidemiology Biomarkers & Prevention, 19, pp. 292–300.

HANNIG, J., LIDONG, E., ABDEL-KARIM, A., IYER, H., (2006). Simultaneous fiducial generalized confidence intervals for ratios of means of lognormal distributions. Austrian Journal of Statistics, 35, pp. 261–269.

HARVEY, J., VAN DER MERWE, A. J., (2012). Bayesian confidence intervals for means and variances of lognormal and bivariate lognormal distributions. Journal of Statistical Planning and Inference, 142, pp. 1294–1309.

HASAN, M. S., KRISHNAMOORTHY, K., (2017). Improved confidence intervals for the ratio of coefficients of variation of two lognormal distributions. Journal of Statistical Theory and Applications, 16, pp. 345–353.

KRISHNAMOORTHY, K., (2016). Modified normal-based approximation to the percentiles of linear combination of independent random variables with applications. Communications in Statistics - Simulation and Computation, 45, pp. 2428–2444.

KRISHNAMOORTHY, K., MATHEW, T., (2003). Inferences on the means of lognormal distributions using generalized p-values and generalized confidence intervals. Journal of Statistical Planning and Inference, 115, pp. 103–121.

LACEY, L.F., KEENE, O. N., PRITCHARD, J. F., BYE, A., (1997). Common noncompartmental pharmacokinetic variables: are they normally or log-normally distributed? Journal of Biopharmaceutical Statistics, 7, pp. 171–178.

LIN, S.H., WANG, R. S., (2013). Modified method on the means for several log-normal distributions. Journal of Applied Statistics, 40, pp. 194–208.

MA, Z., CHEN, G., (2018). Bayesian methods for dealing with missing data problems. Journal of the Korean Statistical Society, 47, pp. 297-–313.

NAM, J.M., KWON, D., (2017). Inference on the ratio of two coefficients of variation of two lognormal distributions. Communications in Statistics - Theory and Methods, 46, pp. 8575–8587.

NIWITPONG, S.-A., (2013). Confidence intervals for coefficient of variation of lognormal distribution with restricted parameter space. Applied Mathematical Sciences, 7, pp. 3805–3810.

NG, C.K., (2014). Inference on the common coefficient of variation when populations are lognormal: A simulation-based approach. Journal of Statistics: Advances in Theory and Applications, 11, pp. 117–134.

RAO, K. A., D’CUNHA, J.G., (2016). Bayesian inference for median of the lognormal distribution. Journal of Modern Applied Statistical Methods, 15, pp. 526–535.

ROYSTON, P., (2001). The Lognormal distribution as a model for survival time in cancer, with an emphasis on prognostic factors. Statistica Neerlandica, 55, pp. 89–104.

SHARMA, M.A., SINGH, J.B., (2010). Use of Probability Distribution in Rainfall Analysis. New York Science Journal, 3, pp. 40–49.

TIAN, L., WU, J., (2007). Inferences on the common mean of several log-normal populations: The generalized variable approach. Biometrical Journal, 49, pp. 944–951.

THANGJAI, W., NIWITPONG, S.-A., (2019). Confidence intervals for the signal-to-noise ratio and difference of signal-to-noise ratios of log-normal distributions. Stats, 2, pp. 164–173.

THANGJAI, W., NIWITPONG, S.-A., NIWITPONG, S., (2016). Simultaneous fiducial generalized confidence intervals for all differences of coefficients of variation of lognormal distributions. Lecture Notes in Artificial Intelligence, 9978, pp. 552–561.

TSIM, Y. L., YIP, S. P., TSANG, K. S., LI, K. F., WONG, H. F., (1991). Haematogoy and Serology. In Annual Report, Honk Kong Medical Technology Association Quality Assurance Programme, pp. 25–40.

XING, Y. F., XU, Y. H., SHI, M. H., LIAN, Y. X., (2016). The impact of PM2.5 on the human respiratory system. Journal of Thoracic Disease, 8, E69–E74.

Back to top
© 2019–2024 Copyright by Statistics Poland, some rights reserved. Creative Commons Attribution-ShareAlike 4.0 International Public License (CC BY-SA 4.0) Creative Commons — Attribution-ShareAlike 4.0 International — CC BY-SA 4.0