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The distribution of McKay's approximation for the coefficient of variation

    Publication: Contribution to journalJournal articlepeer-review

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    Abstract

    McKay's approximation for the coefficient of variation is type II noncentral beta distributed and asymptotically normal with mean n - 1 and variance smaller than 2(n - 1).
    Original languageEnglish
    Pages (from-to)10-14
    Number of pages5
    JournalStatistics and Probability Letters
    Volume78
    Issue number1
    DOIs
    Publication statusPublished - 2008

    Keywords

    • Coefficient of variation
    • McKay's approximation
    • Noncentral beta distribution

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