Confidence intervals for zero-inflated gamma distribution
Wang, Xiao1,2; Li, Min1; Sun, Weina1; Gao, Zheng3; Li, Xinmin1
AbstractThe problems of constructing confidence intervals (CIs) for the mean of a gamma distribution containing zero values are considered. Three different methods for constructing such CIs based on Parametric Bootstrap (PB) method, fiducial inference and the method of variance of estimates recovery (MOVER) are developed. The performances of the proposed CIs are evaluated by Monte Carlo simulation and compared with a published method, asymptotic normal (AN) method. The simulation studies indicate that the proposed methods perform better than the existing method (AN) according to coverage probabilities (CPs), tail error rates, robustness and time comparison. All the methods are illustrated using a dataset for HIV risk behavior in adolescent girls and a dataset for the immunologic response to combination therapy for HIV children. Recommendations are made at the end of the articles.
KeywordConfidence interval Fiducial inference Method of variance of estimates recovery (MOVER) Parametric bootstrap Zero-inflated gamma distribution
Indexed BySCI
Funding ProjectNational Natural Science Foundation of China[12101346] ; National Natural Science Foundation of China[11871294] ; Shandong Provincial Natural Science Foundation[ZR2021QA053] ; Shandong Provincial Natural Science Foundation[ZR2021QA044] ; Science and Technology Support Plan for Youth Innovation of Colleges in Shandong Province[DC2000000891]
WOS Research AreaMathematics
WOS SubjectStatistics & Probability
WOS IDWOS:000832515200001
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Document Type期刊论文
Corresponding AuthorLi, Xinmin
Affiliation1.Qingdao Univ, Sch Math & Stat, Qingdao, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China
3.Univ Bristol, Dept Econ, Bristol, Avon, England
Recommended Citation
GB/T 7714
Wang, Xiao,Li, Min,Sun, Weina,et al. Confidence intervals for zero-inflated gamma distribution[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2022:18.
APA Wang, Xiao,Li, Min,Sun, Weina,Gao, Zheng,&Li, Xinmin.(2022).Confidence intervals for zero-inflated gamma distribution.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,18.
MLA Wang, Xiao,et al."Confidence intervals for zero-inflated gamma distribution".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2022):18.
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