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Coefficients of variation

an approximate F-test

Forkman, Johannes (2005). Coefficients of variation. Uppsala : Sveriges lantbruksuniv. ; 3
ISBN 91-576-6886-8
[Licentiate thesis]

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Abstract

Basic inferential methods for analysing coefficients of variation in normally distributed data are studied. The assumptions of normally distributed observations and a constant coefficient of variation are discussed and motivated especially for immunoassay data. An approximate F-test for comparing two coefficients of variation is introduced. All moments of the proposed test statistic are shown to be approximately equal to the moments of an F distribution. It is proved that 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. The approximate F-test is compared with eight other tests in a simulation study. The new test turns out to perform well, also in case of small sample sizes. A generalized version of the approximate F-test is defined for the case that there are several estimates of each coefficient of variation, calculated with different averages. The test is based on a c2 approximation given 1932 by A. T. McKay. It is proved that McKay’s approximation is noncentral beta distributed.

Authors/Creators:Forkman, Johannes
Title:Coefficients of variation
Subtitle:an approximate F-test
Year of publishing :January 2005
Volume:3
Number of Pages:63
Place of Publication:Uppsala
ISBN for printed version:91-576-6886-8
ISSN:1652-3261
Language:English
Publication Type:Licentiate thesis
Full Text Status:Public
Agris subject categories.:X Agricola extesions > X10 Mathematics and statistics
Subjects:Not in use, please see Agris categories
Agrovoc terms:statistical methods, mathematical models
Keywords:coefficient of variation, normal distribution, confidence interval, hypothesis test, McKay’s approximation
URN:NBN:urn:nbn:se:slu:epsilon-854
Permanent URL:
http://urn.kb.se/resolve?urn=urn:nbn:se:slu:epsilon-854
ID Code:1015
Deposited By: Johannes Forkman
Deposited On:02 Jan 2006 00:00
Metadata Last Modified:02 Dec 2014 10:09

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