WASET
	%0 Journal Article
	%A Suparat Niwitpong
	%D 2011
	%J International Journal of Mathematical and Computational Sciences
	%B World Academy of Science, Engineering and Technology
	%I Open Science Index 56, 2011
	%T Confidence Intervals for the Difference of Two Normal Population Variances
	%U https://publications.waset.org/pdf/15664
	%V 56
	%X Motivated by the recent work of Herbert, Hayen, Macaskill and Walter [Interval estimation for the difference of two independent variances. Communications in Statistics, Simulation and Computation, 40: 744-758, 2011.], we investigate, in this paper, new confidence intervals for the difference between two normal population variances based on the generalized confidence interval of Weerahandi [Generalized Confidence Intervals. Journal of the American Statistical Association, 88(423): 899-905, 1993.] and the closed form method of variance estimation of Zou, Huo and Taleban [Simple confidence intervals for lognormal means and their differences with environmental applications. Environmetrics 20: 172-180, 2009]. Monte Carlo simulation results indicate that our proposed confidence intervals give a better coverage probability than that of the existing confidence interval. Also two new confidence intervals perform similarly based on their coverage probabilities and their average length widths.

	%P 1371 - 1374