Research article Special Issues

Generalized confidence interval for the common coefficient of variation of several zero-inflated Birnbaum-Saunders distributions with an application to wind speed data

  • Received: 12 December 2024 Revised: 22 January 2025 Accepted: 06 February 2025 Published: 14 February 2025
  • MSC : 62F25, 62P12

  • Wind speed is a critical factor that affects various aspects of life in Thailand, particularly agriculture, which is a fundamental component of the Thai economy. Therefore, studying and understanding wind speed is essential for planning and developing the country's economy sustainably. Wind speed data often include both positive and zero values, which are consistent with the zero-inflated Birnbaum-Saunders distribution. Additionally, the inherent variability of wind speed poses challenges for accurate prediction. When analyzing data from multiple weather stations, the common coefficient of variation helps compare the wind variability at each station, even if the average wind speeds differ. Therefore, the estimation of the common coefficient of variation allows for reliable statistical inference and decision-making. In this article, we proposed five methods to construct confidence intervals for the common coefficient of variation of several zero-inflated Birnbaum-Saunders distributions. These methods include the generalized confidence interval, the method of variance estimation recovery, the large sample approximation, the bootstrap confidence interval, and the fiducial generalized confidence interval. We evaluated the performance of these methods using a comprehensive simulation study and compared them in terms of coverage probabilities and average widths. The results revealed that overall, the generalized confidence interval and the bootstrap confidence interval are the most effective and perform better than other methods in various situations. Finally, we applied these proposed methods to wind speed data from Thailand.

    Citation: Usanee Janthasuwan, Suparat Niwitpong, Sa-Aat Niwitpong. Generalized confidence interval for the common coefficient of variation of several zero-inflated Birnbaum-Saunders distributions with an application to wind speed data[J]. AIMS Mathematics, 2025, 10(2): 2697-2723. doi: 10.3934/math.2025127

    Related Papers:

  • Wind speed is a critical factor that affects various aspects of life in Thailand, particularly agriculture, which is a fundamental component of the Thai economy. Therefore, studying and understanding wind speed is essential for planning and developing the country's economy sustainably. Wind speed data often include both positive and zero values, which are consistent with the zero-inflated Birnbaum-Saunders distribution. Additionally, the inherent variability of wind speed poses challenges for accurate prediction. When analyzing data from multiple weather stations, the common coefficient of variation helps compare the wind variability at each station, even if the average wind speeds differ. Therefore, the estimation of the common coefficient of variation allows for reliable statistical inference and decision-making. In this article, we proposed five methods to construct confidence intervals for the common coefficient of variation of several zero-inflated Birnbaum-Saunders distributions. These methods include the generalized confidence interval, the method of variance estimation recovery, the large sample approximation, the bootstrap confidence interval, and the fiducial generalized confidence interval. We evaluated the performance of these methods using a comprehensive simulation study and compared them in terms of coverage probabilities and average widths. The results revealed that overall, the generalized confidence interval and the bootstrap confidence interval are the most effective and perform better than other methods in various situations. Finally, we applied these proposed methods to wind speed data from Thailand.



    加载中


    [1] K. Mohammadi, O. Alavi, J. G. McGowan, Use of Birnbaum-Saunders distribution for estimating wind speed and wind power probability distributions: A review, Energ. Convers. Manage., 143 (2017), 109–122. https://doi.org/10.1016/j.enconman.2017.03.083 doi: 10.1016/j.enconman.2017.03.083
    [2] Z. W. Birnbaum, S. C. Saunders, Estimation for a family of life distributions with applications to fatigue, J. Appl. Probab., 6 (1969), 328–347. https://doi.org/10.2307/3212004 doi: 10.2307/3212004
    [3] J. Aitchison, On the distribution of a positive random variable having a discrete probability mass at the origin, J. Am. Stat. Assoc., 50 (1955), 901–908. https://doi.org/10.1080/01621459.1955.10501976 doi: 10.1080/01621459.1955.10501976
    [4] D. Fletcher, Confidence intervals for the mean of the delta-lognormal distribution, Environ. Ecol. Stat., 15 (2008), 175–189. https://doi.org/10.1007/s10651-007-0046-8 doi: 10.1007/s10651-007-0046-8
    [5] X. Wang, M. Li, W. Sun, Z. Gao, X. Li, Confidence intervals for zero-inflated gamma distribution, Commun. Stat. Simul. Comput., 53 (2022), 3418–3435. https://doi.org/10.1080/03610918.2022.2104315 doi: 10.1080/03610918.2022.2104315
    [6] W. Khooriphan, S. A. Niwitpong, S. Niwitpong, Confidence intervals for mean of delta two-parameter exponential distribution, In: Integrated uncertainty in knowledge modelling and decision making, Cham: Springer, 2022. https://doi.org/10.1007/978-3-030-98018-4_10
    [7] M. G. Vangel, Confidence intervals for a normal coefficient of variation, Am. Stat., 50 (1996), 21–26. https://doi.org/10.2307/2685039 doi: 10.2307/2685039
    [8] N. Buntao, S. A. Niwitpong, Confidence intervals for the difference of coefficients of variation for lognormal distributions and delta-lognormal distributions, Appl. Math. Sci., 6 (2012), 6691–6704.
    [9] J. G. D'Cunha, K. A. Rao, Bayesian inference for volatility of stock prices, J. Mod. Appl. Stat. Meth., 13 (2014), 493–505. https://doi.org/10.22237/jmasm/1414816080 doi: 10.22237/jmasm/1414816080
    [10] P. Sangnawakij, S. A. Niwitpong, Confidence intervals for coefficients of variation in two-parameter exponential distributions, Commun. Stat. Simul. Comput., 46 (2017), 6618–6630. https://doi.org/10.1080/03610918.2016.1208236 doi: 10.1080/03610918.2016.1208236
    [11] U. Janthasuwan, S. Niwitpong, S. A. Niwitpong, Confidence intervals for coefficient of variation of Delta-Birnbaum-Saunders distribution with application to wind speed data, AIMS Math., 9 (2024), 34248–34269. https://doi.org/10.3934/math.20241631 doi: 10.3934/math.20241631
    [12] L. Tian, Inferences on the common coefficient of variation, Stat. Med., 24 (2005), 2213–2220. https://doi.org/10.1002/sim.2088 doi: 10.1002/sim.2088
    [13] J. Forkman, Estimator and tests for common coefficients of variation in normal distributions, Commun. Stat. Theory Method., 38 (2008), 233–251. https://doi.org/10.1080/03610920802187448 doi: 10.1080/03610920802187448
    [14] P. Sangnawakij, S. A. Niwitpong, Interval estimation for the common coefficient of variation of Gamma distributions, Thail Stat., 18 (2020), 340–353.
    [15] M. Singh, Y. P. Chaubey, D. Sen, A. Sarker, Estimation and testing of a common coefficient of variation from inverse Gaussian distributions, In: Applied statistics and data science, Cham: Springer, 2021. https://doi.org/10.1007/978-3-030-86133-9_5
    [16] N. Yosboonruang, S. A. Niwitpong, S. Niwitpong, Bayesian computation for the common coefficient of variation of delta-lognormal distributions with application to common rainfall dispersion in Thailand, PeerJ., 10 (2022), e12858. https://doi.org/10.7717/peerj.12858 doi: 10.7717/peerj.12858
    [17] W. Puggard, S. A. Niwitpong, S. Niwitpong, Confidence intervals for common coefficient of variation of several Birnbaum-Saunders distributions, Symmetry, 14 (2022), 2101. https://doi.org/10.3390/sym14102101 doi: 10.3390/sym14102101
    [18] H. K. T. Ng, D. Kundu, N. Balakrishnan, Modified moment estimation for the two-parameter Birnbaum-Saunders distribution, Comput. Stat. Data Anal., 43 (2003), 283–298. https://doi.org/10.1016/S0167-9473(02)00254-2 doi: 10.1016/S0167-9473(02)00254-2
    [19] F. A. Graybill, R. B. Deal, Combining unbiased estimators, Biometrics, 15 (1959), 543–550. https://doi.org/10.2307/2527652 doi: 10.2307/2527652
    [20] S. Weerahandi, Generalized confidence intervals, J. Am. Stat. Assoc., 88 (1993), 899–905. https://doi.org/10.1080/01621459.1993.10476355 doi: 10.1080/01621459.1993.10476355
    [21] Z. I. Sun, The confidence intervals for the scale parameter of the Birnbaum-Saunders fatigue life distribution, Acta Armamentarii, 30 (2009), 1558–1561.
    [22] B. X. Wang, Generalized interval estimation for the Birnbaum-Saunders distribution, Comput. Stat. Data Anal., 56 (2012), 4320–4326. https://doi.org/10.1016/j.csda.2012.03.023 doi: 10.1016/j.csda.2012.03.023
    [23] W. H. Wu, H. N. Hsieh, Generalized confidence interval estimation for the mean of delta-lognormal distribution: an application to New Zealand trawl survey data, J. Appl. Stat., 41 (2014), 1471–1485. https://doi.org/10.1080/02664763.2014.881780 doi: 10.1080/02664763.2014.881780
    [24] G. Y. Zou, W. Huang, X. Zhang, A note on confidence interval estimation for a linear function of binomial proportions, Comput. Stat. Data Anal., 53 (2009), 1080–1085. https://doi.org/10.1016/j.csda.2008.09.033 doi: 10.1016/j.csda.2008.09.033
    [25] B. Efron, Bootstrap methods: another look at the jackknife, Ann. Statist., 7 (1979), 1–26. https://doi.org/10.1214/aos/1176344552 doi: 10.1214/aos/1176344552
    [26] A. J. Lemonte, A. B. Simas, F. Cribari-Neto, Bootstrap-based improved estimators for the two-parameter Birnbaum-Saunders distribution, J. Stat. Comput. Simul., 78 (2008), 37–49. https://doi.org/10.1080/10629360600903882 doi: 10.1080/10629360600903882
    [27] J. G. MacKinnon, A. A. Smith Jr, Approximate bias correction in econometrics, J. Econom., 85 (1998), 205–230. https://doi.org/10.1016/S0304-4076(97)00099-7 doi: 10.1016/S0304-4076(97)00099-7
    [28] L. D. Brown, T. T. Cai, A. DasGupta, Interval estimation for a binomial proportion, Stat. Sci., 16 (2001), 101–133. https://doi.org/10.1214/ss/1009213286 doi: 10.1214/ss/1009213286
    [29] J. Hannig, On generalized fiducial inference, Stat. Sin., 19 (2009), 491–544.
    [30] J. Hannig, Generalized fiducial inference via discretization, Stat. Sin., 23 (2013), 489–514.
    [31] Y. Li, A. Xu, Fiducial inference for Birnbaum-Saunders distribution, J. Stat. Comput. Simul., 86 (2015), 1673–1685. https://doi.org/10.1080/00949655.2015.1077840 doi: 10.1080/00949655.2015.1077840
    [32] R. D. Ye, T. F. Ma, S. G. Wang, Inferences on the common mean of several inverse Gaussian populations, Comput. Stat. Data Anal., 54 (2010), 906–915. https://doi.org/10.1016/j.csda.2009.09.039 doi: 10.1016/j.csda.2009.09.039
    [33] W. Thangjai, S. A. Niwitpong, S. Niwitpong, Confidence intervals for variance and difference between variances of one-parameter exponential distributions, Adv. Appl. Stat., 53 (2018), 259–283. https://doi.org/10.17654/AS053030259 doi: 10.17654/AS053030259
    [34] J. C. Lee, M. J. Fields, J. K. Lundquist, Assessing variability of wind speed: comparison and validation of 27 methodologies, Wind Energ. Sci., 3 (2018), 845–868. https://doi.org/10.5194/wes-3-845-2018 doi: 10.5194/wes-3-845-2018
  • Reader Comments
  • © 2025 the Author(s), licensee AIMS Press. This is an open access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0)
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

  1. 本站搜索
  2. 百度学术搜索
  3. 万方数据库搜索
  4. CNKI搜索

Metrics

Article views(190) PDF downloads(37) Cited by(0)

Article outline

Figures and Tables

Figures(5)  /  Tables(8)

/

DownLoad:  Full-Size Img  PowerPoint
Return
Return

Catalog