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

Ramesh Gupta, Ram Tripathi, Joel Michalek, Thomas White

Producción científica: Articlerevisión exhaustiva

4 Citas (Scopus)

Resumen

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.

Idioma originalEnglish (US)
Páginas (desde-hasta)219-226
Número de páginas8
PublicaciónComputational Statistics and Data Analysis
Volumen3
N.ºC
DOI
EstadoPublished - may 1985
Publicado de forma externa

ASJC Scopus subject areas

  • Statistics and Probability
  • Computational Mathematics
  • Computational Theory and Mathematics
  • Applied Mathematics

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