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Report2007

Statistical inference for coefficients of variation shared by several populations

Forkman, Johannes

Abstract

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 performed

Keywords

Relative error; McKay's approximation; confidence interval; likelihood ratio test

Published in

Research report (Centre of Biostochastics)
2007, number: 2007:4
Publisher: Centre of Biostochastics