Some remarks on the likelihood ratio test for the mean of a normal distribution with known coefficient of variation
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Publication:804126
DOI10.1016/0167-9473(89)90030-3zbMATH Open0726.62027OpenAlexW2085881083MaRDI QIDQ804126FDOQ804126
Authors: T. Deutler 
Publication date: 1989
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(89)90030-3
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- scientific article; zbMATH DE number 1031966
powernormal distributionlikelihood ratio testcoefficient of variationcritical valuesnoncentral chi-square distribution
Cites Work
- Defining the curvature of a statistical problem (with applications to second order efficiency)
- Title not available (Why is that?)
- An exact test for the mean of a normal distribution with a known coefficient of variation
- A two sample test of equality of coefficients of variation or relative errors
- A note on testing the mems of normal distributions with known coefficient of variations
- Title not available (Why is that?)
Cited In (7)
- On upper bound of the generalized \(p\)-value for the mean of lognormal distribution when the coefficient of variation is known
- On testing the coefficient of variation in an inverse Gaussian population
- Testing on the ratio of normal means with a known coefficient of variation
- Statistical tests for the reciprocal of a normal mean with a known coefficient of variation
- A Note on Test for Coefficient of Variation
- Repeated likelihood ratio test for the variance of normal distribution with unknown mean
- An exact test for the mean of a normal distribution with a known coefficient of variation
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