Likelihood based inference for the ratio of gamma means

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

doi:10.1080/00949650410001645213

Likelihood based inference for the ratio of gamma means

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

Internal Medicine

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

Abstract

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 language	English
Pages (from-to)	171-181
Number of pages	11
Journal	Journal of Statistical Computation and Simulation
Volume	74
Issue number	3
DOIs	https://doi.org/10.1080/00949650410001645213
State	Published - 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.

Keywords

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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10.1080/00949650410001645213

Cite this

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AU - Wu, Jianrong

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KW - Gamma model

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KW - r-formula

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Likelihood based inference for the ratio of gamma means

Abstract

Bibliographical note

Keywords

ASJC Scopus subject areas

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