Journal of the Korean Statistical Society

The Korean Statistical Society (한국통계학회)
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AN APPROXIMATE DISTRIBUTION OF THE SQUARED COEFFICIENT OF VARIATION UNDER GENERAL POPULATION

  • Lee Yong-Ghee (Department of Statistics, Ewha Womans University)
  • Published : 2006.09.01
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Abstract

An approximate distribution of the plug-in estimator of the squared coefficient of variation ($CV^2$) is derived by using Edgeworth expansions under general population models. Also bias of the estimator is investigated for several important distributions. Under the normal distribution, we proposed the new estimator for $CV^2$ based on median of the sampling distribution of plug-in estimator.

Keywords

References

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