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The distribution of McKay's approximation for the coefficient of variation

Author

Listed:
  • Forkman, Johannes
  • Verrill, Steve

Abstract

McKay's chi-square approximation for the coefficient of variation is type II noncentral beta distributed and asymptotically normal with mean n-1 and variance smaller than 2(n-1).

Suggested Citation

  • Forkman, Johannes & Verrill, Steve, 2008. "The distribution of McKay's approximation for the coefficient of variation," Statistics & Probability Letters, Elsevier, vol. 78(1), pages 10-14, January.
    • Handle: RePEc:eee:stapro:v:78:y:2008:i:1:p:10-14
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    References listed on IDEAS

    as
    1. Russell V. Lenth, 1987. "Computing Noncentral Beta Probabilities," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(2), pages 241-244, June.
    2. H. Frick, 1990. "A Remark on Algorithm as 226: Computing Non‐Central Beta Probabilities," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 39(2), pages 311-312, June.
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