A parametric bootstrap approach for the equality of coefficients of variation
In this article, a parametric bootstrap approach for testing the equality of coefficient of variation of \(k\) normal populations is proposed. Simulations show that the actual size of our proposed test is close to the nominal level, irrespective of the number of populations and sample sizes, and that this new approach is better than the other existing ones. Also, the power of our approach is satisfactory. An example is proposed for illustrating our new approach.
parametric bootstrap coefficient of variation monte carlo simulation