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Use of Renyi's divergence to test for the equality of the coefficients of variation

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Pardo Llorente, María del Carmen y Pardo Llorente, Julio Ángel (2000) Use of Renyi's divergence to test for the equality of the coefficients of variation. Journal of Computational and Applied Mathematics, 116 (1). pp. 93-104. ISSN 0377-0427

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Resumen

A new family of test statistics based on Rényi's divergence is introduced for the hypothesis that the coefficients of variation of k normal populations are equal. A comparative simulation study is carried out concerning the size and power of these test statistics and earlier ones. Finally, two members of the new family of tests emerge as the best from the simulation study.


Tipo de documento:Artículo
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This work was supported by grant DGICYT PB96-0635.

Palabras clave:Coecient of variation; Renyi's divergence; Simulation; Size; Power
Materias:Ciencias > Matemáticas > Estadística matemática
Código ID:17620
Depositado:11 Ene 2013 09:42
Última Modificación:26 Feb 2015 09:31

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