Upper bounds of generalized p-values for testing the coefficients of variation of lognormal distributions

The coefficient of variation is defined as the ratio of the standard deviation to the mean. It has been widely used to compare the variability between groups of observations. Recently, there have been many researchers proposed tests and confidence intervals for the coefficients of variation of data...

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Bibliographic Details
Main Authors: Rada somkhuean, Suparat Niwitpong, Sa-aat Niwitpong
Language:English
Published: Science Faculty of Chiang Mai University 2019
Subjects:
Online Access:http://it.science.cmu.ac.th/ejournal/dl.php?journal_id=6825
http://cmuir.cmu.ac.th/jspui/handle/6653943832/66129
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Institution: Chiang Mai University
Language: English
Description
Summary:The coefficient of variation is defined as the ratio of the standard deviation to the mean. It has been widely used to compare the variability between groups of observations. Recently, there have been many researchers proposed tests and confidence intervals for the coefficients of variation of data from normal distribution. However, this paper presents the new generalized p-values for testing the single coefficient of variation and the difference between coefficients of variation for lognormal distribution using the generalized p-value developed by Tsui & Weerahandi [16]. Moreover, for each generalized p-value, we derive a closed form expression of its upper bound. Numerical computations illustrate the theoretical results.