The distribution of McKay's approximation for the coefficient of variation

McKay's chi-square approximation for the coefficient of variation is type II noncentral beta distributed and asymptotically normal with mean n-1 and variance smaller than 2(n-1).

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Year of publication:	2008
Authors:	Forkman, Johannes ; Verrill, Steve
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 1, p. 10-14
Publisher:	Elsevier
Keywords:	Coefficient of variation McKay's approximation Noncentral beta distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319922