1980
DOI: 10.1080/03610918008812181
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Remarks on the distribution of the sample variance in exponential sampling

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“…While the χ 2 2 distribution does have a characteristic CV of unity, the measured standard deviation divided by the measured mean is a biased estimator of the CV for two reasons: (1) the standard deviation is biased (as a nonlinear transformation of an unbiased estimator: the variance); and (2) the variance and mean of i.i.d.s are not independent for non-Gaussian underlying p.d.f.s (Geary 1936). Closed forms for the p.d.f.s of variance measured for generic sample sizes drawn from exponential distributions are not known (e.g., Lam 1980). The distributions of measured CVs simulated for nine different sample sizes containing between 4 and 1024 i.i.d.…”
Section: The Coefficient Of Variation (Cv) Metricmentioning
confidence: 99%
“…While the χ 2 2 distribution does have a characteristic CV of unity, the measured standard deviation divided by the measured mean is a biased estimator of the CV for two reasons: (1) the standard deviation is biased (as a nonlinear transformation of an unbiased estimator: the variance); and (2) the variance and mean of i.i.d.s are not independent for non-Gaussian underlying p.d.f.s (Geary 1936). Closed forms for the p.d.f.s of variance measured for generic sample sizes drawn from exponential distributions are not known (e.g., Lam 1980). The distributions of measured CVs simulated for nine different sample sizes containing between 4 and 1024 i.i.d.…”
Section: The Coefficient Of Variation (Cv) Metricmentioning
confidence: 99%