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RE: st: How do I test that two subsample have different coefficient of variation?


From   "Verkuilen, Jay" <JVerkuilen@gc.cuny.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: How do I test that two subsample have different coefficient of variation?
Date   Thu, 10 Jul 2008 17:41:42 -0400

Peter Lachenbruch wrote:

>Perhaps a naļve approach would be to bootstrap the cv with a few thousand reps.  An obvious problem arises if the mean is near 0.  >I suspect one should restrict this to positive random variables, but I have no theory to go on.

Seems right to me. CV is meaningful for a ratio scale variable (e.g., mass, time, distance) but not an interval one (e.g,. Celsius temperature, utility). While it is, of course, possible to define a signed ratio scale, the vast majority of them are non-negative. 



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