On the adequacy of the chi-squared approximation for the coefficient of variation

The X² approximation to the distribution of the sample coefficient of variation of a normally distributed random variable, due to McKay 1932 is not nearly as accurate as suggested by the confirmatory studies of Fieller 1932 and Pearson 1932.The approximation will, however, be adequate in many practical situations and has the convenience of requiring nothing more than the readily available tables of x².