On the adequacy of the chi-squared approximation for the coefficient of variation |
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Authors: | W. G. Warren |
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Affiliation: | Forintek Canada Corp., Western Laboratory , 6620 N. W. Marine Drive, Vancourver, B. C., V6T 1x2, Canada |
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Abstract: | 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. |
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Keywords: | coefficient of variation non-central t chi-squared approximation normal approximation confidence limits simulation |
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