Bayesian Test for Equality of Coefficients of Variation in the Normal Distributions

  • Lee, Hee-Choon (Department of Applied Statistics, Sangji University) ;
  • Kang, Sang-Gil (Department of Applied Statistics, Sangji University) ;
  • Kim, Dal-Ho (Department of Statistics, Kyungpook National University)
  • Published : 2003.11.30

Abstract

When X and Y have independent normal distributions, we develop a Bayesian testing procedure for the equality of two coefficients of variation. Under the reference prior of the coefficient of variation, we propose a Bayesian test procedure for the equality of two coefficients of variation using fractional Bayes factor. A real data example is provided.

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