Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities
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Publication:5220941
DOI10.1080/00949655.2015.1035654OpenAlexW1978992976MaRDI QIDQ5220941
Publication date: 27 March 2020
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2015.1035654
normal distributionnon-central t-distributionacceptance setSharpe ratiocoefficient of variationtest proceduretwo sample comparisonwin-probability
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- Two-sided tests and one-sided confidence bounds
- Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios
- Win-probabilities for regression models
- Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case
- Two new confidence intervals for the coefficient of variation in a normal distribution
- Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
- On the Relationship Between Stepwise Decision Procedures and Confidence Sets
- Distribution of the Coefficient of Variation and the Extended "t" Distribution
- Inferences on the difference between future observations for comparing two treatments