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Estimation of the Ratio of the Variances of Two Independent Normal Populations
AuthorThompson, Harry Dick
AdvisorKozubowski, Tomasz J
Mathematics and Statistics
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We consider the problem of deriving a confidence interval for the ratio of the variances of two independent normal distributions. We show that the common practice of estimation by equal tail areas is not the best approach to this problem. We review and compare several alternative approaches that appear in the literature, and provide recommendations to the practitioner. Our main contribution are specific formulas for computing the quantiles of the relevant F distribution that are needed for constructing the confidence intervals.