Generalized Confidence Interval for the Common Coefficient of Variation
@article{Behboodian2014GeneralizedCI, title={Generalized Confidence Interval for the Common Coefficient of Variation}, author={Javad Behboodian and Ali Akbar Jafari}, journal={arXiv: Statistics Theory}, year={2014} }
In this article, we consider the problem of constructing the confidence interval and testing hypothesis for the common coefficient of variation (CV) of several normal populations. A new method is suggested using the concepts of generalized p-value and generalized confidence interval. Using this new method and a method proposed by Tian (2005), we obtain a shorter confidence interval for the common CV. This combination method has good properties in terms of length and coverage probability…
4 Citations
Inferences on the Coefficients of Variation in a Multivariate Normal Population
- Mathematics
- 2015
In this article, the problem of testing the equality of coefficients of variation in a multivariate normal population is considered, and an asymptotic approach and a generalized p-value approach…
Small sample inference for the common coefficient of variation
- MathematicsCommun. Stat. Simul. Comput.
- 2020
The modified signed log-likelihood ratio method is utilizes for both the problem of hypothesis testing and constructing a confidence interval for this parameter and is very satisfactory regardless of the number of populations and the different values of the common coefficient of variation even for very small sample size.
Generalized Confidence Intervals for Intra- and Inter-subject Coefficients of Variation in Linear Mixed-effects Models
- MathematicsThe international journal of biostatistics
- 2017
This article proposes methods for computing confidence intervals for intra- and inter-subject coefficients of variation using generalized pivotal quantities and investigates coverage of generalized confidence intervals through simulation and shown to be close to the nominal value.
Bayesian computation for the common coefficient of variation of delta-lognormal distributions with application to common rainfall dispersion in Thailand
- Environmental SciencePeerJ
- 2022
Rainfall fluctuation makes precipitation and flood prediction difficult. The coefficient of variation can be used to measure rainfall dispersion to produce information for predicting future rainfall,…
References
SHOWING 1-10 OF 15 REFERENCES
Inferences on the common coefficient of variation
- MathematicsStatistics in medicine
- 2005
This paper considers the problem of making inference about the common population coefficient of variation when it is a priori suspected that several independent samples are from populations with a common coefficients of variation.
Generalized Confidence Intervals
- Mathematics
- 1993
Abstract The definition of a confidence interval is generalized so that problems such as constructing exact confidence regions for the difference in two normal means can be tackled without the…
A simulation study comparing tests for the equality of coefficients of variation.
- MedicineStatistics in medicine
- 1998
Several parametric and non-parametric tests for the equality of coefficients of variation in kappa populations are reviewed and it is found that the parametric tests perform well if the data are normally distributed, but perform poorly if otherwise.
An asymptotic test for the equality of coefficients of variation from k populations.
- MathematicsStatistics in medicine
- 1996
A general statistic is developed for testing the hypothesis that the coefficients of variation are the same for k populations, with unequal sample sizes that is invariant under the choice of the order of the populations, and is asymptotically chi 2.
Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models
- Mathematics
- 2002
Asymptotic test statistics for coefficients of variation
- Mathematics
- 1991
A one-sample asymptotically normal test statistic Is derived for testing the hypothesis that the coefficient of variation of a normal population is equal to a specified value. Based on this…
Confidence bounds for normal and lognormal distribution coefficients of variation
- Mathematics
- 2003
This paper compares the so-called exact approach for obtaining confidence intervals on normal distribution coefficients of variation to approximate methods. Approximate approaches were found to…
Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation
- Mathematics
- 2007
For normally distributed populations, we obtain confidence bounds on a ratio of two coefficients of variation, provide a test for the equality of k coefficients of variation, and provide confidence…