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Confidence bounds and hypothesis tests for normal distribution coefficients of variation

Author: S P Verrill; Richard A Johnson; Forest Products Laboratory (U.S.)
Publisher: Madison, WI : U.S. Dept. of Agriculture, Forest Service, Forest Products Laboratory, [2007]
Series: Research paper FPL-RP, 638.
Edition/Format:   eBook : Document : National government publication : EnglishView all editions and formats
Summary:
For normally distributed populations, we obtain confidence bounds on a ratio of two coefficients of variation, provide a test for the equality of k coefficients of variation, and provide confidence bounds on a coefficient of variation shared by k populations. To develop these confidence bounds and test, we first establish that estimators based on Newton steps from [the square root of n]-consistent estimators may be  Read more...
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Additional Physical Format: Print version:
Verrill, S.P.
Confidence bounds and hypothesis tests for normal distribution coefficients of variation.
Madison, WI : USDA, Forest Service, Forest Products Laboratory, [2007]
(OCoLC)181163626
Material Type: Document, Government publication, National government publication, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: S P Verrill; Richard A Johnson; Forest Products Laboratory (U.S.)
OCLC Number: 226370431
Notes: Title from title screen (viewed Apr. 28, 2008).
"October 2007."
Reproduction Notes: Electronic reproduction. [S.l.] : HathiTrust Digital Library, 2010. MiAaHDL
Description: 57 pages : digital, PDF file.
Details: Mode of access: Internet from the FPL web site. Address as of 4/28/08: http://www.fpl.fs.fed.us/documnts/fplrp/fpl%5Frp638.pdf; current access available via PURL.; Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
Series Title: Research paper FPL-RP, 638.
Responsibility: Steve P. Verrill, Richard A. Johnson.

Abstract:

For normally distributed populations, we obtain confidence bounds on a ratio of two coefficients of variation, provide a test for the equality of k coefficients of variation, and provide confidence bounds on a coefficient of variation shared by k populations. To develop these confidence bounds and test, we first establish that estimators based on Newton steps from [the square root of n]-consistent estimators may be used in place of efficient solutions of the likelihood equations in likelihood ratio, Wald, and Rao tests. Taking a quadratic mean differentiability approach, Lehmann and Romano have outlined proofs of similar results. We take a Cramér condition approach and make the conditions and their use explicit. Keywords: coefficient of variation, signal to noise ratio, risk to return ratio, one-step Newton estimators, Newton's method, [the square root of n]-consistent estimators, efficient likelihood estimators, Cramér conditions, quadratic mean differentiability, likelihood ratio test, Wald test, Rao test, asymptotics.

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