Nonparametric Tests for Comparing Several Coefficients of Variation

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

Communications in Statistics - Theory and Methods, 2014, vol. 43, issue 17, 3602-3613

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.

Date: 2014
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DOI: 10.1080/03610926.2012.697966

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