Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation

DOI10.1080/03610920701215126zbMath1124.62014OpenAlexW4233289825MaRDI QIDQ5421568

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Publication date: 24 October 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/2027/umn.31951d03009506q

zbMATH Keywords

tablesasymptoticsNewton's methodlikelihood ratio testWald testsignal to noise ratiocoefficient of variationRao testquadratic mean differentiabilityCramér conditions\(\sqrt n\)-consistent estimatorsefficient likelihood estimatorsone-step Newton estimatorsrisk to return ratio

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (11)

Rate of convergence of \(k\)-step Newton estimators to efficient likelihood estimators ⋮ Robust asymptotic tests for the equality of multivariate coefficients of variation ⋮ Exponentially weighted moving average control charts for monitoring coefficient of variation under ranked set-sampling schemes ⋮ Small sample inference for the common coefficient of variation ⋮ Generalized multiple dependent state sampling plans for coefficient of variation ⋮ A parametric bootstrap approach for the equality of coefficients of variation ⋮ A note on combined inference on the common coefficient of variation using confidence distributions ⋮ On direction of dependence ⋮ Improved tests for the equality of normal coefficients of variation ⋮ Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios ⋮ Estimator and Tests for Common Coefficients of Variation in Normal Distributions

Cites Work

• Unnamed Item
• Generalized Confidence Intervals
• Tests of Coefficients of Variation of Normal Population
• Testing Statistical Hypotheses
• Linear Statistical Inference and its Applications
• The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses

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