A Note on Test for Coefficient of Variation

DOI10.1177/0008068319890311MaRDI QIDQ3201284zbMATH OpenOpenAlexFDO

Authors K. Aruna Rao, A. R. S. Bhatta

Publication date 1989

Published in Calcutta Statistical Association Bulletin (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1177/0008068319890311

zbMATH Keywords

normal approximationEdgeworth expansionlarge sample tests for coefficient of variation

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

Recommendations

• An exact test for the mean of a normal distribution with a known coefficient of variation
• The sample distribution and hypothesis test of the coefficient of variation
• Tests of Coefficients of Variation of Normal Population
• Improved tests for the equality of normal coefficients of variation
• Some remarks on the likelihood ratio test for the mean of a normal distribution with known coefficient of variation

Cited in

(3)

• Principal components on coefficient of variation matrices
• On tests for a normal mean with known coefficient of variation
• The sample distribution and hypothesis test of the coefficient of variation

This page was built for publication: A Note on Test for Coefficient of Variation

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3201284)