Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities
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Publication:5220941
DOI10.1080/00949655.2015.1035654MaRDI QIDQ5220941
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
normal distribution; non-central t-distribution; acceptance set; Sharpe ratio; coefficient of variation; test procedure; two sample comparison; win-probability
62-XX: Statistics
Uses Software