Generalized p-value: Difference between revisions

Revision as of 20:08, 22 August 2010

Revision as of 20:09, 22 August 2010

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<math>U = n S^2 / \sigma^2 \sim \chi^2 _ {n-1}</math>.

Now suppose we need to test the coefficient of variation, <math>\rho = \mu /\sigma </math>. While thisthe problem is not quite staright forward to do thistrivial with conventional p-values, the task can be easily accomplished based on the generalized test variable

<math>R = \frac {\overline{x} S} {s \sigma} - \frac{\overline{X}- \mu} {\sigma}

= \frac {\overline{x}} {s} \frac {\sqrt{U}} {\sqrt{n}} ~-~ \frac {Z} {\sqrt{n}} </math>,