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Nonparametric Tests for Comparing Several Coefficients of Variation

Author

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  • Reem Al-Jarallah
  • Emad-Eldin A. A. Aly

Abstract

We consider the problem of comparing (k + 1) coefficients of variation. We are interested in testing the null hypothesis that the coefficients of variation are equal against each of the alternatives: (a) some populations have different coefficients of variation and (b) the coefficients of variation are ordered. Three nonparametric test statistics are proposed and their asymptotic theory is developed. We compared the proposed tests together with another parametric test using two Monte Carlo studies to estimate their probabilities of Type I error and powers. An illustration of the proposed tests using a real data set is given.

Suggested Citation

  • Reem Al-Jarallah & Emad-Eldin A. A. Aly, 2014. "Nonparametric Tests for Comparing Several Coefficients of Variation," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 43(17), pages 3602-3613, September.
    • Handle: RePEc:taf:lstaxx:v:43:y:2014:i:17:p:3602-3613
    DOI: 10.1080/03610926.2012.697966
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    Cited by:

    1. José Celso Contador & Walter Cardoso Satyro & Jose Luiz Contador & Mauro de Mesquita Spinola, 2020. "Flexibility in the Brazilian Industry 4.0: Challenges and Opportunities," Global Journal of Flexible Systems Management, Springer;Global Institute of Flexible Systems Management, vol. 21(1), pages 15-31, June.
    2. Jia Huang & Hu-Chen Liu & Chun-Yan Duan & Ming-Shun Song, 2022. "An improved reliability model for FMEA using probabilistic linguistic term sets and TODIM method," Annals of Operations Research, Springer, vol. 312(1), pages 235-258, May.
    3. Cai, Xia & Tian, Yubin & Ning, Wei, 2019. "Change-point analysis of the failure mechanisms based on accelerated life tests," Reliability Engineering and System Safety, Elsevier, vol. 188(C), pages 515-522.

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