正态变差系数的经典限
Classical Limits for the Coefficient of Variation for the Normal Distribution
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摘要: 本文推导了正态变差系数的经典精确限.为了满足工程实践的需要,利用Odeh和Owen的计算方法及Brent算法,给出了高精度的可手算的近似限.对不同的置信度γ及样本大小n=1(1)30,40,60,120,样本变差系数ε=0.01(0.01)0.20,计算了正态变差系数的经典精确限表.本文指出,当n≤8,ε≤0.20时,经典精确限Cu略大于Fiducial精确限Cu,F.当n>8.ε≤0.20时.Cu-Cu,F<5×10-6.Abstract: The exact classical limits for the coefficient of variation c for the normal distribution are derived.The hand-calculating approximated classical limits for c having high accuracy are given to meet practical engineering needs.Using Odeh and Owen's computational method and Brent's algorithm,the tables for the r-upper exact classical limits of coefficient of variation for normal distribution are calculated for the different confidence coefficient γ,the sample size n=1(1)30,40,60,120,the sample coefficient of variation ε=0.01(0.01)0.20.It is shown that if n<8,ε<0.20,then the γ-upper exact classical limits cu for c are slightly higher than the exact fiducial limits cu,F for c if.n>8,c<0.02,then cu-cu,F<5×10-6.
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