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A parametric bootstrap approach for the equality of coefficients of variation

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  • Ali Jafari
  • Mohammad Kazemi

Abstract

In this article, a parametric bootstrap approach for testing the equality of coefficient of variation of $$k$$ k normal populations is proposed. Simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of populations and sample sizes, and that this new approach is better than the other existing ones. Also, the power of our approach is satisfactory. An example is proposed for illustrating our new approach. Copyright Springer-Verlag Berlin Heidelberg 2013

Suggested Citation

  • Ali Jafari & Mohammad Kazemi, 2013. "A parametric bootstrap approach for the equality of coefficients of variation," Computational Statistics, Springer, vol. 28(6), pages 2621-2639, December.
    • Handle: RePEc:spr:compst:v:28:y:2013:i:6:p:2621-2639
    DOI: 10.1007/s00180-013-0421-x
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    References listed on IDEAS

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    1. JAMES G. MacKINNON, 2006. "Bootstrap Methods in Econometrics," The Economic Record, The Economic Society of Australia, vol. 82(s1), pages 2-18, September.
    2. J.J. Heckman & E.E. Leamer (ed.), 2001. "Handbook of Econometrics," Handbook of Econometrics, Elsevier, edition 1, volume 5, number 5.
    3. Krishnamoorthy, K. & Lu, Fei & Mathew, Thomas, 2007. "A parametric bootstrap approach for ANOVA with unequal variances: Fixed and random models," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5731-5742, August.
    4. Horowitz, J. L., 1995. "Bootstrap Methods In Econometrics: Theory And Numerical Performance," SFB 373 Discussion Papers 1995,63, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
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    Cited by:

    1. Abbas Bahrampour & Zeynab Avazzadeh & Mohammad Reza Mahmoudi & António M. Lopes, 2022. "Improved Confidence Interval and Hypothesis Testing for the Ratio of the Coefficients of Variation of Two Uncorrelated Populations," Mathematics, MDPI, vol. 10(19), pages 1-15, September.

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