A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions |
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| Authors: | Tsung-Shan Tsou |
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| Institution: | 1. Institute of Statistics, Institute of Systems Biology and Bioinformatics, Center for Biotechnology and Biomedical Engineering, National Central University , Jhongli City, Taiwan, ROC tsou@mx.stat.ncu.edu.tw |
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| Abstract: | A parametric robust test is proposed for comparing several coefficients of variation. This test is derived by properly correcting the normal likelihood function according to the technique suggested by Royall and Tsou. The proposed test statistic is asymptotically valid for general random variables, as long as their underlying distributions have finite fourth moments. Simulation studies and real data analyses are provided to demonstrate the effectiveness of the novel robust procedure. |
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| Keywords: | Coefficient of variation Robust Likelihood Score test |
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