Comparing the coefficients of variation of two location-scale models

Autor: Meng-yun Li, 李孟芸
Rok vydání: 2007
Druh dokumentu: 學位論文 ; thesis
Popis: 95
coefficient of variation has unit invariability. It''s can solve the problems which compare the differences unit of two variances. It is usually used in different areas. For example: industry, jeopardy, medicine and so on. But which is used in application is normal distribution. normal distributions is adaptive for any areas. But extreme value distribution is usually used in jeopardy. (Reiss and Thomas 2001). This paper will combine the normal distributions and extreme value distributions. And then, discussing the differences of coefficients of variation of two populations under the normal distributions and extreme value distributions. The certifications are Doornbos and Dijkstra’s LRT (1983) and Feltz’s DAD (1996). And then, when we in the small sample, we simulate the distribution of testing statistics of using bootstrap. In the end, by imitating, shows our suggests what the size and power.
Databáze: Networked Digital Library of Theses & Dissertations