Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities (Q5220941)
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scientific article; zbMATH DE number 7183257
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| English | Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities |
scientific article; zbMATH DE number 7183257 |
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Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities (English)
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27 March 2020
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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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non-central t-distribution
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test procedure
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acceptance set
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win-probability
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0.7824782729148865
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0.779837965965271
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0.766960859298706
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0.7663666605949402
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0.7590457201004028
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