Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation
An asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approxima...
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| Format: | Article |
| Language: | English |
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Wiley
2015-01-01
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| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2015/723924 |
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| _version_ | 1849684493862961152 |
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| author | Wararit Panichkitkosolkul |
| author_facet | Wararit Panichkitkosolkul |
| author_sort | Wararit Panichkitkosolkul |
| collection | DOAJ |
| description | An asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approximate expectation and variance of the estimator by Taylor series expansion. A Monte Carlo simulation study was conducted to compare the performance of the two statistical tests. Simulation results showed that the two proposed tests performed well in terms of empirical type I errors and power. Nevertheless, the approximate test was easier to compute than the asymptotic test. |
| format | Article |
| id | doaj-art-baf7e3fd73af4c73ac17462c8ead90e1 |
| institution | DOAJ |
| issn | 1687-952X 1687-9538 |
| language | English |
| publishDate | 2015-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Probability and Statistics |
| spelling | doaj-art-baf7e3fd73af4c73ac17462c8ead90e12025-08-20T03:23:26ZengWileyJournal of Probability and Statistics1687-952X1687-95382015-01-01201510.1155/2015/723924723924Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of VariationWararit Panichkitkosolkul0Department of Mathematics and Statistics, Faculty of Science and Technology, Thammasat University, Pathum Thani 12121, ThailandAn asymptotic test and an approximate test for the reciprocal of a normal mean with a known coefficient of variation were proposed in this paper. The asymptotic test was based on the expectation and variance of the estimator of the reciprocal of a normal mean. The approximate test used the approximate expectation and variance of the estimator by Taylor series expansion. A Monte Carlo simulation study was conducted to compare the performance of the two statistical tests. Simulation results showed that the two proposed tests performed well in terms of empirical type I errors and power. Nevertheless, the approximate test was easier to compute than the asymptotic test.http://dx.doi.org/10.1155/2015/723924 |
| spellingShingle | Wararit Panichkitkosolkul Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation Journal of Probability and Statistics |
| title | Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation |
| title_full | Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation |
| title_fullStr | Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation |
| title_full_unstemmed | Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation |
| title_short | Statistical Tests for the Reciprocal of a Normal Mean with a Known Coefficient of Variation |
| title_sort | statistical tests for the reciprocal of a normal mean with a known coefficient of variation |
| url | http://dx.doi.org/10.1155/2015/723924 |
| work_keys_str_mv | AT wararitpanichkitkosolkul statisticaltestsforthereciprocalofanormalmeanwithaknowncoefficientofvariation |