Forest Products Laboratory

A Likelihood Ratio Test of the Equality of the Coefficients of Variation of k Normally Distributed Populations

This page is a form for performing a likelihood ratio test of the equality of the coefficients of variation of k normally distributed populations. Here is FORTRAN source code for a standalone program that performs the likelihood ratio test.

We also have programs that do the following:

• Obtain a two-sided confidence bound on a coefficient of variation of a normal distribution
• Obtain a one-sided lower confidence bound on a coefficient of variation of a normal distribution
• Obtain a one-sided upper confidence bound on the coefficient of variation of a normal distribution
• Obtain confidence bounds on the coefficient of variation of a lognormal distribution
• Obtain confidence bounds on the ratio of the coefficients of variation of two normally distributed populations
• Obtain confidence bounds on a coefficient of variation that is shared by k normally distributed populations

The theory behind these programs is described in three publications:

• Confidence Bounds for Normal and Lognormal Distribution Coefficients of Variation, 2003, Research Paper 609, USDA Forest Products Laboratory, Madison, Wisconsin.
• Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation, 2007, Research Paper 638, USDA Forest Products Laboratory, Madison, Wisconsin.
• Verrill, S. and Johnson, R.A. (2007). "Confidence Bounds and Hypothesis Tests for Normal Distribution Coefficients of Variation." Communications in Statistics -- Theory and Methods, Volume 36, Number 12, pages 2187-2206.