Bootstrap confidence intervals for the coefficient of quartile variation

ALTUNKAYNAK B., GAMGAM H.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.48, sa.7, ss.2138-2146, 2019 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 48 Sayı: 7
  • Basım Tarihi: 2019
  • Doi Numarası: 10.1080/03610918.2018.1435800
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.2138-2146
  • Anahtar Kelimeler: Bootstrap methods, Confidence interval, Coefficient of quartile variation, Coefficient of dispersion, Coefficient of variation, POPULATION COEFFICIENT
  • Gazi Üniversitesi Adresli: Evet

Özet

In non-normal populations, it is more convenient to use the coefficient of quartile variation rather than the coefficient of variation. This study compares the percentile and t-bootstrap confidence intervals with Bonett's confidence interval for the quartile variation. We show that empirical coverage of the bootstrap confidence intervals is closer to the nominal coverage (0.95) for small sample sizes (n = 5, 6, 7, 8, 9, 10 and 15) for most distributions studied. Bootstrap confidence intervals also have smaller average width. Thus, we propose using bootstrap confidence intervals for the coefficient of quartile variation when the sample size is small.