Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation

Wararit Panichkitkosolkul

Journal of Probability and Statistics, 2015, vol. 2015, 1-5

Abstract:

An asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approximate expectation and variance of the estimator by Taylor series expansion. A Monte Carlo simulation study was conducted to compare the performance of the two statistical tests. Simulation results showed that the two proposed tests performed well in terms of empirical type I errors and power. Nevertheless, the approximate test was easier to compute than the asymptotic test.

Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnljps:723924

DOI: 10.1155/2015/723924

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