Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities

DOI10.1080/00949655.2015.1035654MaRDI QIDQ5220941zbMATH OpenOpenAlexFDO

Authors Anthony J. Hayter

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

zbMATH Keywords

acceptance setcoefficient of variationnon-central t-distributionnormal distributionSharpe ratiotest proceduretwo sample comparisonwin-probability

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
• scientific article; zbMATH DE number 3984308 (Why is no real title available?)
• scientific article; zbMATH DE number 699423 (Why is no real title available?)
• scientific article; zbMATH DE number 1924501 (Why is no real title available?)
• scientific article; zbMATH DE number 3192490 (Why is no real title available?)
• Inferences on the difference between future observations for comparing two treatments
• On the Relationship Between Stepwise Decision Procedures and Confidence Sets
• Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios
• Two new confidence intervals for the coefficient of variation in a normal distribution
• Two-sided tests and one-sided confidence bounds
• Win-probabilities for regression models

Cited in

(2)

• Simultaneous confidence intervals for all differences of coefficients of variation of normal distributions with an application to PM2.5 dispersion
• Generalized confidence intervals for intra- and inter-subject coefficients of variation in linear mixed-effects models

Describes a project that uses

Uses Software

• urca
• rneos
• cccp
• gogarch

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