A multi sample test for the equality of coefficients of variation in normal populations

R. Doornbos, J.B. Dijkstra

Research output: Contribution to journalArticleAcademicpeer-review

37 Citations (Scopus)
3 Downloads (Pure)

Abstract

Two tests are derived for the hypothesis that the coefficients of variation of k normal populations are equal. The k samples may be of unequal size. The first test is the likelihood ratio test with the usual X2-approximation. A simulation study shows that the small sample behaviour under the null hypothesis is unsatisfactory. An alternative test, based on the sample coefficients of variation, appears to have somewhat better properties.
Original languageEnglish
Pages (from-to)147-158
JournalCommunications in Statistics: Simulation and Computation
Volume12
Issue number2
DOIs
Publication statusPublished - 1983

Fingerprint

Dive into the research topics of 'A multi sample test for the equality of coefficients of variation in normal populations'. Together they form a unique fingerprint.

Cite this