JSM 2004 - Toronto

Abstract #301194

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Activity Number: 311
Type: Contributed
Date/Time: Wednesday, August 11, 2004 : 8:30 AM to 10:20 AM
Sponsor: General Methodology
Abstract - #301194
Title: A Quasi-likelihood-ratio Test for the Equality of k Normal Population Coefficients of Variation
Author(s): Craig A. Wilson*+
Companies: Takeda Global R&D Center, Inc.
Address: 475 Half Day Rd., Lincolnshire, IL, 60069,
Keywords: coefficient of variation ; quasi-likelihood
Abstract:

The sample coefficient of variation (CV) has long been used as a descriptive measure of the relative variability of different groups or treatments. In recent years, several authors, including Bennett (1976) and Doornbos and Dijkstra (1983), have developed inferential tests for the equality of k normal population CVs. This paper investigates the use of the quasi-likelihood estimation method introduced by Wedderburn (1974), in conjunction with the asymptotic moments of the sample CV, to develop a quasi-likelihood-ratio test for the equality of k normal population CVs. The equivalence of the corresponding Wald and quasi-score tests to tests previously developed by Gupta and Ma (1996) and Feltz and Miller (1996) is demonstrated. The power of the new procedure when data are sampled from normal and right-skewed populations is examined.

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