Inference on the Gamma Distribution

Confidence interval estimation of the common mean of several gamma populations

Gamma distributions are widely used in applied fields due to its flexibility of accommodating right-skewed data. Although inference methods for a single gamma mean have been well studied, research on the common mean of several gamma populations are sparse. This paper addresses the problem of confidence interval estimation of the common mean of several gamma populations using the concept of generalized inference and the method of variance estimates recovery (MOVER). Simulation studies demonstrate that several proposed approaches can provide confidence intervals with satisfying coverage probabilities even at small sample sizes. The proposed methods are illustrated using two examples.

Confidence interval estimation for sensitivity and difference between two sensitivities at a given specificity under tree ordering

This article considers a setting in diagnostic studies (or biomarker study) which involves a healthy class and a diseased class and the latter consists of several subclasses. The problem of interest is to evaluate the accuracy of a biomarker (or a diagnostic test) measured on a continuous scale correctly identifying healthy subjects from diseased subjects without requiring specification of an ordering in terms of marker values for subclasses relative to each other within the diseased class. Such setting is quite common in practice and it falls in the framework of tree ordering or umbrella ordering. This article explores several parametric and nonparametric approaches for estimating confidence intervals of sensitivity of single biomarker and difference between sensitivities of two correlated biomarkers under tree ordering at a given specificity. The performances of all the methods are evaluated and compared by a comprehensive simulation study. A published microarray data set is analyzed using the proposed methods.