A uniform approximation to the sampling distribution of the coefficient of variation

Werner Hürlimann

Statistics & Probability Letters, 1995, vol. 24, issue 3, 263-268

Abstract: According to Hendricks and Robey (1936) the coefficient of variation from a normal population with sample size n can be approximated by a function defined on the positive real line, which depends on the standard normal moment of order n - 1 about some well-defined point. Simple conditions under which this approximation is valid are derived. It is shown that the approximation error depends upon a standard normal stop-loss moment of order n - 1 about some point. As a main result we obtain a uniform error bound to the exact sampling density of the order of magnitude exp (- n/2k2), where k is the coefficient of variation.

Keywords: Coefficient; of; variation; Sampling; distribution; Stop-loss; error; function (search for similar items in EconPapers)
Date: 1995
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0167-7152(94)00182-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:24:y:1995:i:3:p:263-268

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().