Journal of Probability and Statistics / 2013 / Article / Tab 3 / Research Article
Confidence Intervals for the Coefficient of Variation in a Normal Distribution with a Known Population Mean Table 3 The estimated coverage probabilities and expected lengths of 95% confidence intervals for the coefficient of variation in a normal distribution with a known population mean.
Coverage probabilities Expected lengths Miller McKay Vangel Approx. Shortest Equal-tailed Miller McKay Vangel Approx. Shortest Equal-tailed 5 0.05 0.8829 0.9533 0.9440 0.9538 0.9504 0.9511 0.0661 0.0785 0.0762 0.1058 0.0758 0.0870 0.10 0.8827 0.9537 0.9457 0.9549 0.9501 0.9506 0.1333 0.1608 0.1544 0.2113 0.1513 0.1737 0.20 0.8847 0.9578 0.9508 0.9548 0.9500 0.9507 0.2756 0.3630 0.3282 0.4226 0.3026 0.3475 0.33 0.8904 0.9647 0.9599 0.9542 0.9501 0.9501 0.4880 0.8954 0.6498 0.6986 0.5001 0.5743 0.50 0.8934 0.9711 0.9656 0.9537 0.9487 0.9491 0.8276 1.3796 1.4333 1.0561 0.7561 0.8683 0.67 0.9042 0.9795 0.9721 0.9548 0.9495 0.9502 1.2550 1.5758 1.9791 1.4140 1.0124 1.1625 10 0.05 0.9115 0.9522 0.9440 0.9511 0.9502 0.9495 0.0451 0.0490 0.0478 0.0551 0.0480 0.0515 0.10 0.9125 0.9539 0.9460 0.9529 0.9510 0.9505 0.0912 0.0997 0.0968 0.1105 0.0962 0.1031 0.20 0.9156 0.9588 0.9522 0.9521 0.9506 0.9498 0.1881 0.2113 0.2023 0.2209 0.1924 0.2062 0.33 0.9201 0.9663 0.9620 0.9507 0.9499 0.9489 0.3311 0.4052 0.3718 0.3645 0.3174 0.3401 0.50 0.9281 0.9788 0.9751 0.9510 0.9492 0.9500 0.5606 0.9797 0.7415 0.5528 0.4814 0.5159 0.67 0.9372 0.9856 0.9812 0.9504 0.9500 0.9492 0.8470 1.7544 1.5776 0.7398 0.6442 0.6904 15 0.05 0.9244 0.9517 0.9443 0.9507 0.9506 0.9499 0.0366 0.0386 0.0377 0.0415 0.0380 0.0398 0.10 0.9250 0.9523 0.9446 0.9494 0.9501 0.9475 0.0737 0.0781 0.0761 0.0830 0.0760 0.0796 0.20 0.9294 0.9592 0.9537 0.9516 0.9509 0.9507 0.1520 0.1637 0.1584 0.1660 0.1521 0.1593 0.33 0.9324 0.9681 0.9634 0.9502 0.9493 0.9489 0.2669 0.3016 0.2861 0.2737 0.2508 0.2626 0.50 0.9418 0.9811 0.9783 0.9501 0.9490 0.9497 0.4495 0.5917 0.5267 0.4141 0.3794 0.3973 0.67 0.9528 0.9894 0.9862 0.9496 0.9510 0.9493 0.6819 1.3361 1.0306 0.5564 0.5097 0.5338 25 0.05 0.9356 0.9513 0.9458 0.9504 0.9500 0.9505 0.0281 0.0290 0.0284 0.0302 0.0287 0.0295 0.10 0.9338 0.9509 0.9452 0.9491 0.9481 0.9484 0.0566 0.0586 0.0573 0.0604 0.0574 0.0590 0.20 0.9383 0.9580 0.9527 0.9497 0.9495 0.9491 0.1167 0.1219 0.1188 0.1209 0.1149 0.1181 0.33 0.9453 0.9701 0.9664 0.9510 0.9497 0.9505 0.2043 0.2192 0.2118 0.1990 0.1892 0.1945 0.50 0.9575 0.9839 0.9816 0.9520 0.9516 0.9512 0.3456 0.4004 0.3783 0.3024 0.2875 0.2956 0.67 0.9651 0.9920 0.9899 0.9512 0.9503 0.9505 0.5205 0.7126 0.6382 0.4045 0.3845 0.3953 50 0.05 0.9400 0.9504 0.9458 0.9504 0.9488 0.9499 0.0198 0.0201 0.0197 0.0204 0.0199 0.0202 0.10 0.9431 0.9520 0.9473 0.9493 0.9491 0.9492 0.0398 0.0405 0.0398 0.0409 0.0399 0.0405 0.20 0.9479 0.9581 0.9534 0.9496 0.9491 0.9491 0.0819 0.0837 0.0821 0.0817 0.0797 0.0808 0.33 0.9581 0.9695 0.9669 0.9506 0.9510 0.9502 0.1437 0.1490 0.1457 0.1349 0.1316 0.1334 0.50 0.9686 0.9853 0.9834 0.9518 0.9512 0.9514 0.2420 0.2615 0.2538 0.2044 0.1994 0.2022 0.67 0.9776 0.9940 0.9927 0.9507 0.9506 0.9510 0.3652 0.4272 0.4089 0.2740 0.2673 0.2710 100 0.05 0.9454 0.9502 0.9463 0.9496 0.9496 0.9492 0.0139 0.0140 0.0138 0.0141 0.0140 0.0141 0.10 0.9479 0.9528 0.9494 0.9511 0.9502 0.9507 0.0281 0.0283 0.0279 0.0283 0.0280 0.0282 0.20 0.9545 0.9590 0.9554 0.9500 0.9501 0.9501 0.0578 0.0584 0.0576 0.0566 0.0559 0.0563 0.33 0.9621 0.9697 0.9675 0.9493 0.9489 0.9491 0.1013 0.1034 0.1018 0.0934 0.0923 0.0929 0.50 0.9758 0.9844 0.9834 0.9489 0.9486 0.9488 0.1705 0.1789 0.1757 0.1416 0.1399 0.1408 0.67 0.9849 0.9946 0.9939 0.9495 0.9489 0.9492 0.2570 0.2840 0.2775 0.1896 0.1873 0.1886