Estimator and Tests for Common Coefficients of Variation in Normal Distributions

被引：103

作者：

Forkman, Johannes ^{[1
]}

机构：

[1] Swedish Univ Agr Sci, Dept Energy & Technol, SE-75007 Uppsala, Sweden

来源：

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2009年 / 38卷 / 02期

关键词：

Coefficient of variation; Confidence interval; Hypothesis test; McKay's approximation; Normal distribution; Statistical inference; MCKAYS APPROXIMATION; ASYMPTOTIC TEST; EQUALITY; SIMULATION; POINTS;

D O I：

10.1080/03610920802187448

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：233 / 251

页数：19

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