Small sample likehood inference for the ration of means

Jianrong Wu; Guoyong Jiang

doi:10.1016/S0167-9473(01)00025-1

Small sample likehood inference for the ration of means

Jianrong Wu, Guoyong Jiang

Internal Medicine

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

4 Scopus citations

Abstract

The small sample likelihood inference method (Barndorff-Neilsen and Cox, 1994) is applied to Fieller’s problem for normal distributions with unknown unequal variances and extended to non-normal distributions. The proposed method is applied to a bioequivalence study of two formulations of a drug product. Examples and simulation studies show that the proposed method for the ratio of means demonstrates essentially exact coverage probabilities even for small samples.

Original language	English
Pages (from-to)	181-190
Number of pages	10
Journal	Computational Statistics and Data Analysis
Volume	38
Issue number	2
DOIs	https://doi.org/10.1016/S0167-9473(01)00025-1
State	Published - Dec 28 2001

Keywords

Ancillary
Fieller’s interval
Ratio of means
Signed log-likelihood ratio statistic
r*-formula

ASJC Scopus subject areas

Statistics and Probability
Computational Mathematics
Computational Theory and Mathematics
Applied Mathematics

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10.1016/S0167-9473(01)00025-1

Cite this

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title = "Small sample likehood inference for the ration of means",

abstract = "The small sample likelihood inference method (Barndorff-Neilsen and Cox, 1994) is applied to Fieller{\textquoteright}s problem for normal distributions with unknown unequal variances and extended to non-normal distributions. The proposed method is applied to a bioequivalence study of two formulations of a drug product. Examples and simulation studies show that the proposed method for the ratio of means demonstrates essentially exact coverage probabilities even for small samples.",

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AB - The small sample likelihood inference method (Barndorff-Neilsen and Cox, 1994) is applied to Fieller’s problem for normal distributions with unknown unequal variances and extended to non-normal distributions. The proposed method is applied to a bioequivalence study of two formulations of a drug product. Examples and simulation studies show that the proposed method for the ratio of means demonstrates essentially exact coverage probabilities even for small samples.

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KW - Ratio of means

KW - Signed log-likelihood ratio statistic

KW - r-formula

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Small sample likehood inference for the ration of means

Abstract

Keywords

ASJC Scopus subject areas

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