Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios (Q2320931)
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English | Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios |
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Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios (English)
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28 August 2019
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cumulative distribution function
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coefficient of variation
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Sharpe ratio
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normal distribution
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two-sample comparison
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noncentral \(t\)-distribution
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test procedure
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acceptance set
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