Many quantities arising in non-life insurance depend on claim severity distributions, which
are usually modeled assuming a parametric form. Obtaining good estimates of the …

In this paper, three new confidence intervals for the location parameter of skew normal
family with known coefficient of variation and skewness are established. Corresponding with …

Log-location-scale families arise as parametric models in numerous areas of application
(eg, economics, insurance). Since outliers are common in real data sets, it is therefore …

This paper discusses the triple sampling inference procedures for the mean of a symmetric
distribution—the normal distribution when the coefficient of variation is known. We use the …

This paper deals with developing sequential procedures for estimating the mean of an
inverse Gaussian (IG) distribution when the population coefficient of variation (CV) is known …

In this paper we proposed two new confidence intervals for the difference between normal
population means with known coefficients of variation. This situation occurs normally in …

An inferential model encodes the data analyst's degrees of belief about an unknown quantity
of interest based on the observed data, posited statistical model, etc. Inferences drawn …

This paper presents new confidence intervals for normal mean with unknown coefficient of
variation. The authors constructed confidence intervals based on generalized confidence …

An asymptotic test and an approximate test for the reciprocal of a normal mean with a known
coefficient of variation were proposed in this paper. The asymptotic test was based on the …

In this paper we proposed the new confidence interval for the normal population mean with
a known coefficient of variation. In practice, this situation occurs normally in environment and …