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

DOI10.1080/00949655.2015.1035654OpenAlexW1978992976MaRDI QIDQ5220941FDOQ5220941

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

Recommendations

• Confidence intervals for the difference between coefficients of variation of normal distribution with bounded parameters
• Improved confidence intervals for a coefficient of variation of a normal distribution
• Confidence intervals for the ratio of two independent coefficients of variation of normal distribution
• Confidence intervals for the coefficient of variation in a normal distribution with a known population mean
• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation

zbMATH Keywords

normal distributionSharpe ratiocoefficient of variationtest procedureacceptance settwo sample comparisonwin-probabilitynon-central t-distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Two new confidence intervals for the coefficient of variation in a normal distribution
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• Two-sided tests and one-sided confidence bounds
• On the Relationship Between Stepwise Decision Procedures and Confidence Sets
• Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case
• Title not available (Why is that?)
• Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios
• Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
• Inferences on the difference between future observations for comparing two treatments
• 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

Uses Software

• urca
• cccp
• gogarch
• rneos

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