Use of Renyi's divergence to test for the equality of the coefficients of variation
A new family of test statistics based on Rényi's divergence is introduced for the hypothesis that the coefficients of variation of k normal populations are equal. A comparative simulation study is carried out concerning the size and power of these test statistics and earlier ones. Finally, two...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2000 |
| País: | España |
| Institución: | Universidad Complutense de Madrid (UCM) |
| Repositorio: | Docta Complutense |
| Idioma: | inglés |
| OAI Identifier: | oai:docta.ucm.es:20.500.14352/57792 |
| Acceso en línea: | https://hdl.handle.net/20.500.14352/57792 |
| Access Level: | acceso abierto |
| Palabra clave: | 519.22 Coecient of variation Renyi's divergence Simulation Size Power Estadística matemática (Matemáticas) 1209 Estadística |
| Sumario: | A new family of test statistics based on Rényi's divergence is introduced for the hypothesis that the coefficients of variation of k normal populations are equal. A comparative simulation study is carried out concerning the size and power of these test statistics and earlier ones. Finally, two members of the new family of tests emerge as the best from the simulation study. |
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