Fieller’s confidence sets for ratio of two means

Assume you have a sample drawn i.i.d. from some underlying distribution. Let and . Our goal is to estimate the ratio of means and provide a level- confidence set for it, i.e. a set such that . Fieller’s confidence sets are one way to do this. (The earliest reference to Fieller’s work is listed as […]

Fieller’s confidence sets for ratio of two means