Premium
Bayesian confidence intervals for the difference between variances of delta‐lognormal distributions
Author(s) -
Maneerat Patcharee,
Niwitpong SaAat,
Niwitpong Suparat
Publication year - 2020
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.201900079
Subject(s) - log normal distribution , statistics , mathematics , confidence interval , bayesian probability , prior probability , matching (statistics) , credible interval , delta , environmental science , engineering , aerospace engineering
Unnatural rainfall fluctuation can result in such severe natural phenomena as drought and floods. This variability not only occurs in areas with unusual natural features such as land formations and drainage but can also be due to human intervention. Since rainfall data often contain zero values, evaluating rainfall change is an important undertaking, which can be estimated via the confidence intervals for the difference between delta‐lognormal variances using the highest posterior density–based reference (HPD‐ref) and probability‐matching (HPD‐pm) priors. Simulation results indicate that HPD‐pm performances were better than other methods in terms of coverage rates and relative average lengths for the difference in delta‐lognormal variances, even with a large difference in variances. To illustrate the efficacy of our proposed methods, we applied them to daily rainfall data sets for the lower and upper regions of northern Thailand.