The distribution of McKay's approximation for the coefficient of variation

DOI10.1016/J.SPL.2007.04.018MaRDI QIDQ2475415zbMATH OpenOpenAlexFDO

Authors Johannes Forkman, Steve Verrill

Publication date 11 March 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://pub.epsilon.slu.se/3317/1/Forkman_Verrill_080610.pdf

zbMATH Keywords

McKay's approximationnoncentral beta distribution

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Asymptotic distribution theory in statistics (62E20)

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Cites work

• A Numerical Test of the Adequacy of A. T. McKay's Approximation
• A Survey of Properties and Applications of the Noncentral t-Distribution
• Algorithm AS 226: Computing Noncentral Beta Probabilities
• Comparison of A. T. McKay's Approximation with Experimental Sampling Results
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• scientific article; zbMATH DE number 3507823 (Why is no real title available?)
• scientific article; zbMATH DE number 3338262 (Why is no real title available?)
• On the doubly noncentral F distribution

Cited in

(8)

• A uniform approximation to the sampling distribution of the coefficient of variation
• An approximate distribution of the squared coefficient of variation under general population
• An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations
• The coefficient of variation asymptotic distribution in the case of non-iid random variables
• Coefficient of variation: the second-order alternative
• Estimator and Tests for Common Coefficients of Variation in Normal Distributions
• Revisiting inference of coefficient of variation: nuisances parameters
• Generalized confidence intervals for intra- and inter-subject coefficients of variation in linear mixed-effects models

Describes a project that uses

Uses Software

• AS 226

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