Computes the noncentral t-based confidence interval for the population coefficient of variation, the standard deviation relative to the mean, so variability can be reported on a scale that is free of the measurement units.
ci_cv(
cv = NULL,
mean = NULL,
sd = NULL,
n = NULL,
data = NULL,
conf_level = 0.95,
alpha_lower = NULL,
alpha_upper = NULL,
...
)A 4-row data.frame with columns term, value,
prob_less, and prob_greater. The rows are ordered so the two
point estimates sit between the confidence limits:
"lower_limit" (lower confidence limit on the coefficient of
variation), "c_of_v" (the sample coefficient of variation),
"c_of_v_unbiased" (the unbiased estimator), and
"upper_limit" (upper confidence limit). The prob_less
and prob_greater columns report the achieved tail probabilities
of the noncentral t search at the limit values; they are NA for
the point-estimate rows.
Coefficient of variation
Sample mean
Sample standard deviation (square root of the unbiased estimate of the variance
Sample size
Vector of data for which the confidence interval for the coefficient of variation is to be calculated
Desired confidence level (1-Type I error rate)
The proportion of values beyond the lower limit of the confidence interval (cannot be used with conf_level)
The proportion of values beyond the upper limit of the confidence interval (cannot be used with conf_level)
Allows one to potentially include parameter values for inner functions
Ken Kelley [email protected]
Uses the noncentral t-distribution to calculate the confidence interval for the population coefficient of variation.
Johnson, N. L., & Welch, B. L. (1940). Applications of the non-central t-distribution. Biometrika, 31(3--4), 362--389. tools:::Rd_expr_doi("10.1093/biomet/31.3-4.362")
Kelley, K. (2007). Sample size planning for the coefficient of variation from the accuracy in parameter estimation approach. Behavior Research Methods, 39(4), 755--766. tools:::Rd_expr_doi("10.3758/BF03192966")
Kelley, K. (2007). Confidence intervals for standardized effect sizes: Theory, application, and implementation. Journal of Statistical Software, 20(8), 1--24. tools:::Rd_expr_doi("10.18637/jss.v020.i08")
Maxwell, S. E., Delaney, H. D., & Kelley, K. (2027). Designing experiments and analyzing data: A model comparison perspective (4th ed.). Routledge. (See Chapter 3.)
McKay, A. T. (1932). Distribution of the coefficient of variation and the extended t distribution. Journal of the Royal Statistical Society, 95(4), 695--698.
cv
Other confidence intervals for effect sizes:
ci_R2(),
ci_c(),
ci_c_ancova(),
ci_c_ancova_bp(),
ci_correlation,
ci_eta_squared(),
ci_eta_squared_generalized(),
ci_eta_squared_partial(),
ci_mahalanobis(),
ci_omega_squared(),
ci_pvaf(),
ci_rc(),
ci_reg_coef(),
ci_rmsea(),
ci_sc(),
ci_sc_ancova(),
ci_sm(),
ci_smd(),
ci_smd_c(),
ci_snr(),
ci_src(),
ci_srsnr(),
contrast_adjusted(),
plot_smd()
set.seed(113)
N <- 15
X <- rnorm(N, 5, 1)
mean.X <- mean(X)
sd.X <- var(X)^.5
ci_cv(mean = mean.X, sd = sd.X, n = N, alpha_lower = .025,
alpha_upper = .025, conf_level = NULL)
ci_cv(data = X, conf_level = .95)
ci_cv(cv = sd.X / mean.X, n = N, conf_level = .95)
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