Generalized Confidence Interval for the Common Coefficient of Variation
Statistics Theory
2014-05-05 v1 Statistics Theory
Abstract
In this article, we consider the problem of constructing the confidence interval and testing hypothesis for the common coefficient of variation (CV) of several normal populations. A new method is suggested using the concepts of generalized p-value and generalized confidence interval. Using this new method and a method proposed by Tian (2005), we obtain a shorter confidence interval for the common CV. This combination method has good properties in terms of length and coverage probability compared to other methods. A simulation study is performed to illustrate properties.. Finally, these methods are applied to two real data sets in medicine.
Keywords
Cite
@article{arxiv.1405.0434,
title = {Generalized Confidence Interval for the Common Coefficient of Variation},
author = {Javad Behboodian and Ali Akbar Jafari},
journal= {arXiv preprint arXiv:1405.0434},
year = {2014}
}