An Improvement of the Nonparametric Bootstrap Test for the Comparison of the Coefficient of Variations

In this article, we propose a new test for examining the equality of the coefficient of variation between two different populations. The proposed test is based on the nonparametric bootstrap method. It appears to yield several appreciable advantages over the current tests. The quick and easy implementation of the test can be considered as advantages of the proposed test. The test is examined by the Monte Carlo simulations, and also evaluated using various numerical studies.

[1]  M. Kenward,et al.  An Introduction to the Bootstrap , 2007 .

[2]  Rahim Mahmoudvand,et al.  Two new confidence intervals for the coefficient of variation in a normal distribution , 2009 .

[3]  M. E. Johnson,et al.  A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data , 1981 .

[4]  A. T. McKay,et al.  Distribution of the Coefficient of Variation and the Extended “T” Distribution , 1932 .

[5]  K. Aruna Rao,et al.  Tests of Coefficients of Variation of Normal Population , 2003 .

[6]  James M. Robins,et al.  Asymptotic Distribution of P Values in Composite Null Models , 2000 .

[7]  Steve P. Verrill,et al.  The distribution of McKay's approximation for the coefficient of variation , 2008 .

[8]  Wei Liu,et al.  On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: A simulation-based approach , 2005, Eur. J. Oper. Res..

[9]  Saeid Amiri A comparison of bootstrap methods for variance estimation , 2010 .

[10]  D. A. Bell,et al.  Applied Statistics , 1953, Nature.

[11]  Debashis Kushary,et al.  Bootstrap Methods and Their Application , 2000, Technometrics.

[12]  Susan R. Wilson,et al.  Two guidelines for bootstrap hypothesis testing , 1991 .

[13]  Walter Racugno,et al.  A Nonparametric Bootstrap Test for the Equality of Coefficients of Variation , 2006 .

[14]  G. Umphrey A comment on mckay's approximation for the coefficient of variation , 1983 .