Journal
STATS
Volume 2, Issue 1, Pages 164-173Publisher
MDPI
DOI: 10.3390/stats2010012
Keywords
signal-to-noise ratio; log-normal distribution; MOVER approach; GCI approach
Funding
- Faculty of Applied Science, King Mongkut's University of Technology North Bangkok [6245106]
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In this article, we propose approaches for constructing confidence intervals for the single signal-to-noise ratio (SNR) of a log-normal distribution and the difference in the SNRs of two log-normal distributions. The performances of all of the approaches were compared, in terms of the coverage probability and average length, using Monte Carlo simulations for varying values of the SNRs and sample sizes. The simulation studies demonstrate that the generalized confidence interval (GCI) approach performed well, in terms of coverage probability and average length. As a result, the GCI approach is recommended for the confidence interval estimation for the SNR and the difference in SNRs of two log-normal distributions.
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