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On the Application of the Transformation to Testing the Coeffcient of Variation
Uppsala University, Disciplinary Domain of Science and Technology, Mathematics and Computer Science, Department of Mathematics.
(English)Manuscript (preprint) (Other academic)
Abstract [en]

It is difficult to drive mathematically the theoretical sampling distribution of the coefficientof varia­tion (CV) and to make inferences about it. This paper attempts to provide an overview ofa parametric asymp­totic inference of the coefficient of variation using a transformation that gives variancestabilization. Although it can easily be shown that the variance of the logarithm of the sample mean is approximatelythe coeffi­cient of variation, up to now it has not been demonstrated how this idea can be used to draw inferences concerningthe CV. This article shows how the bootstrap method can be used to improve the discussed methods and deals with one- andtwo-sample tests of the CV.

Keyword [en]
Asymptotic method; Bootstrap method; Coefficient of variation; Jackknife; Variance-stabilizing transformation; Variance test
National Category
Probability Theory and Statistics
Research subject
URN: urn:nbn:se:uu:diva-158979OAI: oai:DiVA.org:uu-158979DiVA: diva2:441928
Available from: 2011-09-19 Created: 2011-09-19

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