Simultaneous Fiducial Generalized Confidence Intervals for All Differences of Coefficients of Variation of Log-Normal Distributions

Author(s):  
Warisa Thangjai ◽  
Sa-Aat Niwitpong ◽  
Suparat Niwitpong
2021 ◽  
Vol 5 (2) ◽  
pp. 139-154
Author(s):  
Warisa Thangjai ◽  
Sa-Aat Niwitpong ◽  
Suparat Niwitpong

Herein, we propose the Bayesian approach for constructing the confidence intervals for both the coefficient of variation of a log-normal distribution and the difference between the coefficients of variation of two log-normal distributions. For the first case, the Bayesian approach was compared with large-sample, Chi-squared, and approximate fiducial approaches via Monte Carlo simulation. For the second case, the Bayesian approach was compared with the method of variance estimates recovery (MOVER), modified MOVER, and approximate fiducial approaches using Monte Carlo simulation. The results show that the Bayesian approach provided the best approach for constructing the confidence intervals for both the coefficient of variation of a log-normal distribution and the difference between the coefficients of variation of two log-normal distributions. To illustrate the performances of the confidence limit construction approaches with real data, they were applied to analyze real PM10 datasets from the Nan and Chiang Mai provinces in Thailand, the results of which are in agreement with the simulation results. Doi: 10.28991/esj-2021-01264 Full Text: PDF


2000 ◽  
Vol 92 (4) ◽  
pp. 985-992 ◽  
Author(s):  
Wei Lu ◽  
James M. Bailey

Background Many pharmacologic studies record data as binary yes-or-no variables, and analysis is performed using logistic regression. This study investigates the accuracy of estimation of the drug concentration associated with a 50% probability of drug effect (C50) and the term describing the steepness of the concentration-effect relation (gamma). Methods The authors developed a technique for simulating pharmacodynamic studies with binary yes-or-no responses. Simulations were conducted assuming either that each data point was derived from the same patient or that data were pooled from multiple patients in a population with log-normal distributions of C50 and gamma. Coefficients of variation were calculated. The authors also determined the percentage of simulations in which the 95% confidence intervals contained the true parameter value. Results The coefficient of variation of parameter estimates decreased with increasing n and gamma. The 95% confidence intervals for C50 estimation contained the true parameter value in more than 90% of the simulations. However, the 95% confidence intervals of gamma did not contain the true value in a substantial number of simulations of data from multiple patients. Conclusion The coefficient of variation of parameter estimates may be as large as 40-50% for small studies (n < or = 20). The 95% confidence intervals of C50 almost always contain the true value, underscoring the need for always reporting confidence intervals. However, when data from multiple patients is naively pooled, the estimates of gamma may be biased, and the 95% confidence intervals may not contain the true value.


Sign in / Sign up

Export Citation Format

Share Document