Criteria for coefficients of variation of normal distributions
From MaRDI portal
(Redirected from Publication:760981)
The authors set up a criterion, approximately similar to sample space, for testing equality of coefficients of variation, and solve the problem of confidence estimation of the overall coefficient of variation of k normal populations, when the confidence coefficient is close (in a certain sense) to the nominal confidence coefficient.
Recommendations
- Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
- Tests of Coefficients of Variation of Normal Population
- scientific article; zbMATH DE number 66839
- Estimator and Tests for Common Coefficients of Variation in Normal Distributions
- scientific article; zbMATH DE number 4044860
- Inferences on the coefficients of variation in a multivariate normal population
- Estimation of a mean of a normal distribution with a bounded coefficient of variation
- scientific article; zbMATH DE number 1031966
Cited in
(4)- An exact test for the mean of a normal distribution with a known coefficient of variation
- EFFICIENT ESTIMATION OF PARAMETERS IN THE K SAMPLE PROBLEM WITH EQUAL BUT UNKNOWN POPULATION COEFFICIENTS OF VARIATION
- scientific article; zbMATH DE number 66839 (Why is no real title available?)
- Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
This page was built for publication: Criteria for coefficients of variation of normal distributions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q760981)