Inference on the Ratio of Variances of Two Independent Populations

The asymptotic distribution for the ratio of sample variances in two independent populations is established. The presented method can be used to derive the asymptotic confidence interval and hypothesis testing for the ratio of population variances. The performance of the new interval is comparable with similar confidence intervals in the large sample cases. Then the simulation study is provided to compare our confidence interval with F-statistic method. The proposed confidence set has a good coverage probability witha shorter length.