Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities

DOI10.1080/00949655.2015.1035654OpenAlexW1978992976MaRDI QIDQ5220941

Anthony J. Hayter

Publication date: 27 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2015.1035654

zbMATH Keywords

normal distributionnon-central t-distributionacceptance setSharpe ratiocoefficient of variationtest proceduretwo sample comparisonwin-probability

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Uses Software

• urca
• cccp
• gogarch
• rneos

Cites Work

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• Two-sided tests and one-sided confidence bounds
• Small-sample tests for the equality of two normal cumulative probabilities, coefficients of variation, and Sharpe ratios
• Win-probabilities for regression models
• Confidence Intervals for Reliability of Stress-Strength Models in the Normal Case
• Two new confidence intervals for the coefficient of variation in a normal distribution
• Efficient Confidence Interval Methodologies for the Non Centrality Parameter of a Non CentraltDistribution
• On the Relationship Between Stepwise Decision Procedures and Confidence Sets
• Distribution of the Coefficient of Variation and the Extended "t" Distribution
• Inferences on the difference between future observations for comparing two treatments

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