Statistical inference for the coe??cient of variation in normally distributed data

Sammanfattning

Methods for analysing coefficients of variation in normally distributed data are studied. An approximate F-test for equality of two coefficients of variation is introduced. The approximate F-test is compared with eight other tests in a simulation study. The new test performs well, also when the sample sizes are small. A generalized version of the approximate F-test is defi??ned for the case that there are several independent estimates of each coeffi??cient of variation, calculated with different averages. The test is applied to a real immunoassay dataset from diagnostic research. All moments of the proposed test statistic are shown to be approximately equal to the moments of an F-distribution. The distribution of the logarithm of the test statistic equals the distribution of the logarithm of an F- distribution plus some error variables that are in probability of small orders

Nyckelord

coefficient of variation; normal distribution; McKay's approximation; approximate F-test

Publicerad i

Research report (Centre of Biostochastics)
2006, nummer: 2, sidor: 1-29
Utgivare: Centre of Biostochastics, SLU

SLU författare

• Forkman, Johannes

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

• von Rosen, Dietrich

  • Institutionen för energi och teknik, Sveriges lantbruksuniversitet
    

Permanent länk till denna sida (URI)

https://res.slu.se/id/publ/9022