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 journalArticlepeer-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 languageEnglish (US)
Pages (from-to)219-226
Number of pages8
JournalComputational Statistics and Data Analysis
Volume3
Issue numberC
DOIs
StatePublished - May 1985
Externally publishedYes

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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