Abstract
The exact classical limits for the coefficient of variation c for the normal distribution are derived. The hand-calculating approximated classical limits for c having high accuracy are given to meet practical engineering needs. Using Odeh and Owen's computational method and Brent's algorithm, the tables for the r-upper exact classical limits of coefficient of variation for normal distribution are calculated for the different confidence coefficient γ, the sample size n=1 (1)30,40,60,120, the sample coefficient of variation ĉ=0.01(0.01)0.20. It is shown that if n⩽8, ĉ⩽0.20, then the γ-upper exact classical limits cu for c are slightly higher than the exact fiducial limits cu,F for c. if n>8, ĉ⩽0.20, then cu−cu,F<5×10−6.
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Communicated by Chien Wei-zang
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Yuan-quan, Z. Classical limits for the coefficient of variation for the normal distribution. Appl Math Mech 10, 427–434 (1989). https://doi.org/10.1007/BF02019232
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DOI: https://doi.org/10.1007/BF02019232