A family of unbiased confidence intervals for a ratio of variance components

Research output: Contribution to journalArticlepeer-review

Abstract

For linear mixed models having two variance components, one can compute exact confidence intervals for a ratio of the variances. We show that there is a family of unbiased intervals and highlight those unbiased intervals which have short expected length.

Original languageEnglish (US)
Article number108965
JournalStatistics and Probability Letters
Volume169
DOIs
StatePublished - Feb 2021

Keywords

  • Expected length
  • False coverage probability
  • Linear mixed models

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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