A multi sample test for the equality of coefficients of variation in normal populations |
| |
Authors: | R. Doornbos J.B. Dijkstra |
| |
Affiliation: | EindhoveUniversity of Technology , The Natherlands |
| |
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. |
| |
Keywords: | likelihood ratio test noncentral t-distribution chi-square approximations comparisons Of power |
|