Confidence Intervals for Coefficient of Variation of Three Parameters Delta-Lognormal Distribution

The aim of this paper is to propose confidence intervals using the concepts that include the generalized fiducial interval (GFI) and the method of variance estimates recovery (MOVER). The performance of the proposed approaches were gauged in terms of the coverage probabilities and the expected lengths. Simulation studies shown that GFI outperformed other approaches with small sample sizes together with small variances. For larger sample sizes, GFI and MOVER based on the Jeffreys performed better than the other approaches when the variances were large. Furthermore, the results for the cases of high proportion of non-zero values of large sample sizes indicated that GFI is suited for small variance, and if variances are growing, then MOVER based on the Wilson score should be chosen.

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