Small sample likehood inference for the ration of means

Jianrong Wu, Guoyong Jiang

Research output: Contribution to journalArticlepeer-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 languageEnglish
Pages (from-to)181-190
Number of pages10
JournalComputational Statistics and Data Analysis
Volume38
Issue number2
DOIs
StatePublished - 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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