Likelihood based inference for the ratio of gamma means

Augustine C.M. Wong, Jianrong Wu, Xiang Sun

Research output: Contribution to journalArticlepeer-review


Inference concerning the ratio of two means based two independent two-parameter gamma models with common shape parameter was examined in Booth et al. (1999) and a computationally intensive bootstrap calibration method was developed. In this paper, a likelihood based method is proposed for small sample inference about the ratio of two means of the two-parameter gamma models when the shape parameters may or may not be equal. The proposed method is very simple to use and, as illustrated in simulation studies, gives extremely accurate results.

Original languageEnglish
Pages (from-to)171-181
Number of pages11
JournalJournal of Statistical Computation and Simulation
Issue number3
StatePublished - Mar 2004

Bibliographical note

Funding Information:
The first author’s research was supported in part by National Science and Engineering Research Council of Canada. The second author’s research was supported in part by Cancer Center Support Grant CA 21765 and American Lebanese Syrian Associated Charities (ALSAC). The authors would also like to thank the referees, the associate editor and Professor B. J. Smith of York University for their constructive suggestions.


  • Full rank exponential model
  • Gamma model
  • Signed log-likelihood ratio statistic
  • r*-formula

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Statistics, Probability and Uncertainty
  • Applied Mathematics


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