an approximate Ftest
Forkman, Johannes
(2005).
Coefficients of variation.
Uppsala :
Sveriges lantbruksuniv.
; 3
ISBN 9157668868
[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 Ftest 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 Ftest 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 Ftest 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 Ftest 
Year of publishing :  January 2005 
Volume:  3 
Number of Pages:  63 
Place of Publication:  Uppsala 
ISBN for printed version:  9157668868 
ISSN:  16523261 
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:epsilon854 
Permanent URL:  http://urn.kb.se/resolve?urn=urn:nbn:se:slu:epsilon854 
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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