A family of unbiased confidence intervals for a ratio of variance components

Brent D. Burch

doi:10.1016/j.spl.2020.108965

A family of unbiased confidence intervals for a ratio of variance components

Brent D. Burch

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

Abstract

For linear mixed models having two variance components, one can compute exact confidence intervals for a ratio of the variances. We show that there is a family of unbiased intervals and highlight those unbiased intervals which have short expected length.

Original language	English (US)
Article number	108965
Journal	Statistics and Probability Letters
Volume	169
DOIs	https://doi.org/10.1016/j.spl.2020.108965
State	Published - Feb 2021

Keywords

Expected length
False coverage probability
Linear mixed models

ASJC Scopus subject areas

Statistics and Probability
Statistics, Probability and Uncertainty

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10.1016/j.spl.2020.108965

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abstract = "For linear mixed models having two variance components, one can compute exact confidence intervals for a ratio of the variances. We show that there is a family of unbiased intervals and highlight those unbiased intervals which have short expected length.",

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A family of unbiased confidence intervals for a ratio of variance components

Abstract

Keywords

ASJC Scopus subject areas

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