Report, 2007
Statistical inference for coefficients of variation shared by several populations
Forkman, JohannesAbstract
Inference for the coefficient of variation in normally distributed populations is considered. An explicit estimator of a coefficient of variation that is shared by several populations is proposed. Methods for making confidence intervals and statistical tests, based on McKay's approximation for the coefficient of variation, are provided. Exact expressions for the first two moments of McKay's approximation are given. An approximate F-test for equality of a coefficient of variation that is shared by several populations and a coefficient of variation that is shared by several other populations is introduced. A simulation study of the performance of this test is performedKeywords
Relative error; McKay's approximation; confidence interval; likelihood ratio testPublished in
Research report (Centre of Biostochastics)2007, number: 2007:4
Publisher: Centre of Biostochastics
Authors' information
Swedish University of Agricultural Sciences, Department of Energy and Technology
URI (permanent link to this page)
https://res.slu.se/id/publ/16126