The coefficient of variation is frequently used in the comparison and precision of results with different scales. This work examines the comparison of the coefficient of variation without any assumptions about the underlying distribution. A family of tests based on the bootstrap method is proposed,
โฆ LIBER โฆ
Bootstrapping data with multiple levels of variation
โ Scribed by Christopher A. Field; Zhen Pang; Alan H. Welsh
- Book ID
- 102102463
- Publisher
- John Wiley and Sons
- Year
- 2008
- Tongue
- French
- Weight
- 204 KB
- Volume
- 36
- Category
- Article
- ISSN
- 0319-5724
No coin nor oath required. For personal study only.
โฆ Synopsis
Abstract
The authors consider general estimators for the mean and variance parameters in the random effect model and in the transformation model for data with multiple levels of variation. They show that these estimators have different distributions under the two models unless all the variables have Gaussian distributions. They investigate the asymptotic properties of bootstrap procedures designed for the two models. They also report simulation results and illustrate the bootstraps using data on red spruce trees.
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