Statistical tests for the reciprocal of a normal mean with a known coefficient of variation (Q1657987)
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English | Statistical tests for the reciprocal of a normal mean with a known coefficient of variation |
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Statistical tests for the reciprocal of a normal mean with a known coefficient of variation (English)
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14 August 2018
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Summary: An asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approximate expectation and variance of the estimator by Taylor series expansion. A Monte Carlo simulation study was conducted to compare the performance of the two statistical tests. Simulation results showed that the two proposed tests performed well in terms of empirical type I errors and power. Nevertheless, the approximate test was easier to compute than the asymptotic test.
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