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

Producción científica: Article › revisión 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 original	English (US)
Páginas (desde-hasta)	219-226
Número de páginas	8
Publicación	Computational Statistics and Data Analysis
Volumen	3
N.º	C
DOI	https://doi.org/10.1016/0167-9473(85)90085-4
Estado	Published - may 1985
Publicado de forma externa	Sí

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.",

keywords = "Coefficient of variation, Exact test, Normal distribution",

author = "Ramesh Gupta and Ram Tripathi and Joel Michalek and Thomas White",

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AU - Gupta, Ramesh

AU - Tripathi, Ram

AU - Michalek, Joel

AU - White, Thomas

PY - 1985/5

Y1 - 1985/5

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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UR - https://www.scopus.com/pages/publications/46549090604#tab=citedBy

U2 - 10.1016/0167-9473(85)90085-4

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M3 - Article

AN - SCOPUS:46549090604

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JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

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ER -

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

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