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Research article - Peer-reviewed, 2009

Estimator and Tests for Common Coefficients of Variation in Normal Distributions

Forkman, Johannes

Abstract

Inference for the coefficient of variation in normal distributions is considered. An explicit estimator of a coefficient of variation that is shared by several populations with normal distributions 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 normal distributions and a coefficient of variation that is shared by several other normal distributions is introduced.

Keywords

Coefficient of variation; Confidence interval; Hypothesis test; McKay's approximation; Normal distribution; Statistical inference

Published in

Communications in Statistics - Theory and Methods
2009, volume: 38, number: 2, article number: PII 905074839
Publisher: TAYLOR & FRANCIS INC

Authors' information

Swedish University of Agricultural Sciences, Department of Energy and Technology

UKÄ Subject classification

Probability Theory and Statistics

Publication Identifiers

DOI: https://doi.org/10.1080/03610920802187448

URI (permanent link to this page)

https://res.slu.se/id/publ/39849