An exact test for the mean of a normal distribution with a known coefficient of variation

Ramesh Gupta; Ram Tripathi; Joel Michalek; Thomas White

doi:10.1016/0167-9473(85)90085-4

An exact test for the mean of a normal distribution with a known coefficient of variation

Ramesh Gupta, Ram Tripathi, Joel Michalek, Thomas White

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Tables are presented for the critical value, power and sample size required to attain a given power at a given alternative for the likelihood ratio statistic for testing H₀: θ = θ₀ versus H₁: θ = θ₁ > θ₀, where θ is the mean of a normal distribution having variance a²θ² with the coefficient of variation, a, assumed known.

Original language	English (US)
Pages (from-to)	219-226
Number of pages	8
Journal	Computational Statistics and Data Analysis
Volume	3
Issue number	C
DOIs	https://doi.org/10.1016/0167-9473(85)90085-4
State	Published - May 1985
Externally published	Yes

Keywords

Coefficient of variation
Exact test
Normal distribution

ASJC Scopus subject areas

Statistics and Probability
Computational Mathematics
Computational Theory and Mathematics
Applied Mathematics

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abstract = "Tables are presented for the critical value, power and sample size required to attain a given power at a given alternative for the likelihood ratio statistic for testing H0: θ = θ0 versus H1: θ = θ1 > θ0, where θ is the mean of a normal distribution having variance a2θ2 with the coefficient of variation, a, assumed known.",

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AU - Tripathi, Ram

AU - Michalek, Joel

AU - White, Thomas

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N2 - Tables are presented for the critical value, power and sample size required to attain a given power at a given alternative for the likelihood ratio statistic for testing H0: θ = θ0 versus H1: θ = θ1 > θ0, where θ is the mean of a normal distribution having variance a2θ2 with the coefficient of variation, a, assumed known.

AB - Tables are presented for the critical value, power and sample size required to attain a given power at a given alternative for the likelihood ratio statistic for testing H0: θ = θ0 versus H1: θ = θ1 > θ0, where θ is the mean of a normal distribution having variance a2θ2 with the coefficient of variation, a, assumed known.

KW - Coefficient of variation

KW - Exact test

KW - Normal distribution

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