Simultaneous confidence intervals for ratios of means of several lognormal distributions: A parametric bootstrap approach
We present parametric bootstrap (PB) simultaneous confidence intervals. Our PB procedure is different from a previous PB procedure which performs poorly. Using simulation, we compare the PB procedure with three other procedures. The coverage probability of the PB method is close to the nominal confidence level. The PB procedure consistently outperforms other procedures.
simulation coverage probability nuisance parameters monte carlo methods generalized pivotal quantity fiducial generalized pivotal quantity