an approximate F-test

Forkman, Johannes
(2005).
*Coefficients of variation.*
Uppsala :
Sveriges lantbruksuniv.
, Licentiate thesis (Swedish University of Agricultural Sciences, Department of Biometry and Engineering), 1652-3261
; 3

ISBN 91-576-6886-8

[Licentiate thesis]

PDF
1MB |

## 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 |

Series Name/Journal: | Licentiate thesis (Swedish University of Agricultural Sciences, Department of Biometry and Engineering) |

Year of publishing : | January 2005 |

Number: | 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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