Simultaneous Confidence Intervals for All Differences of Coefficients of Variation of Two-Parameter Exponential Distributions

Abstract

In this paper, a construction of simultaneous confidence intervals for differences of coefficients of variation of k  independent two-parameter exponential distributions is considered. Parametric bootstrap approach, generalized confidence interval (GCI) approach, and method of variance estimates recovery (MOVER) approach are proposed to construct the simultaneous confidence intervals. Simulation results indicated that the GCI approach has satisfactory performance for all cases whereas the MOVER approach is preferable for large sample sizes.