"Conn, Judith" wrote:
>
> Hi!
>
> My question is on a test to compare CVs. The CVs are computed using the
> same data but two different variance methods and I have to compare them.
> Been told there is no real test and as of yet have not checked the Current
> Index of Stat books but wondered if someone in the group has had this
> problem.
You could bootstrap the difference between CV_1 and CV_2, calculate 95%
CI of the difference and see whether it covers 0 value.
Pseudocode would be something like this:
1. Take a sample (with replacement) from your data
2. Calculate CV_1 using this sample
3. Calculate CV_2 using this sample
4. Calculate the difference (CV_1-CV_2), remember result
5. Repeat step 1 through 4 several thousands times
6. Calculate 95% bootstrap percentile confidence interval with saved
sample of (CV_1-CV_2)
Regards,
kh
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