Interval Estimation for the Coefficient of Variation of a Normal Distribution

Cui-Lian Zhou

《管理科學與統計決策》 8卷4期 (2011/12) Pp. 32-35

https://doi.org/10.6704/JMSSD.2011.8.4.32

並列摘要

In this paper, we consider the interval estimation for a coefficient of variation (COV) of a normal distribution. Based on parametric bootstrap (PB) and generalized inference, two methods for interval estimation are proposed. To evaluate the coverage probabilities, a simulation study is conducted. The results indicate that the generalized confidence interval performs well under all examined conditions.

並列關鍵字

Coefficient of Variation ； Parametric Bootstrap ； Generalized Confidence Interval ； Coverage Probability

參考文獻

A.T.McKay(1932), Distribution of the coefficient of variation and the extended t distribution, J. Roy. Statist. Soc. B, vol.95, pp.695-698.

Efron, B.(1979).Bootstrap methods: Another look at the jackknife.Annals of Statistics.7,1-26.

Miller, E.G.,Karson, M.J.(1977).Testing the equality of two coefficients of variation.American Statistical Association: Proceedings of the Business and Economics Section.(American Statistical Association: Proceedings of the Business and Economics Section).

Miller, G.E.(1991).Asymptotic test statistics for coefficients of variation.Communications in Statistics-Theory and Methods.20,3351-3363.

Chen, J.P.,Tong, L.I.(2003).Bootstrap confidence interval of the difference between two process capability indices.The International Journal of Advanced Manufacturing Technology.21,249-256.