Journal
STATISTICAL METHODS IN MEDICAL RESEARCH
Volume 21, Issue 4, Pages 347-359Publisher
SAGE PUBLICATIONS LTD
DOI: 10.1177/0962280210383082
Keywords
coefficient of variation; Fieller's theorem; limits of agreement; measurement; method comparison; quantile
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Funding
- Natural Sciences and Engineering Research Council of Canada
- Ontario Ministry of Research and Innovation, Canada
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Confidence interval methods for a normal mean and standard deviation are well known and simple to apply. However, the same cannot be said for important functions of these parameters. These functions include the normal distribution percentiles, the Bland-Altman limits of agreement, the coefficient of variation and Cohen's effect size. We present a simple approach to this problem by using variance estimates recovered from confidence limits computed for the mean and standard deviation separately. All resulting confidence intervals have closed forms. Simulation results demonstrate that this approach performs very well for limits of agreement, coefficients of variation and their differences.
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