53Variances (Standard Deviations) and Coefficients of Variation
Kang et al. (2007) used the approximation that
c
n
Tn
n
c
ˆ
~
1,
where
Tn
n
c
1,
is a noncentral t random variable with n – 1 degrees of freedom and
noncentrality parameter
n
c
.
Using T′ to represent the appropriate noncentral t variable, the power to reject
the null hypothesis is:
β−
=
β−
=
β−
c
n
Tn
n
c
n
T
n
Tn
n
c
TT n
n
c
Pr
ˆ
,1,
Pr
,1,
Pr ,1
,.
Example:
Suppose:
c
0
= 0.06
H
0
: c > 0.06
H
1
: c ≤ 0.06
c
ˆ
0.065=
n = 64
54 Equivalence and Noninferiority Tests
1 – β = 0.95
Then
=≈
n
c
64
0.06
133.33
0
Tn
n
c
,1; 116.43
0
β−
n
Tn
n
c
,1;
8
116.43
0.0678
0
β−
≈≈
.
Since
=<c
ˆ
0.065 0.0687
, the null hypothesis is rejected. Figure3.5 shows the
power curve for this example.
1
0.9
0.8
0.7
0.6
0.5
Power
0.4
0.3
0.2
0.1
0
5.75 6 6.25 6.5 6.75 7 7.25 7.5 7.7588.25 8.5 8.75 99.25 9.5 9.75
%CV
FIGURE 3.5
Test 3.3, power curve for test of single CV.
55Variances (Standard Deviations) and Coefficients of Variation
Condence interval formulation:
β−
n
Tn
n
c
,1;
ˆ
is a 100 percent (1 − β) upper condence limit on the coefcient of varia-
tion, c.
The example data yield:
β−
=
≈≈
n
Tn
n
c
T,1;
ˆ
64
0.05,63;
64
0.065
8
107.46
0.0744.
Computational considerations:
SAS code
libname stuff 'H:\Personal Data\Equivalence & Noninferiority\
Programs & Output';
data calc;
set stuff.d20121107_test_3_3_example_data;
run;
proc means data = calc;
var X c0 beta;
output out = onemean MEAN = xbar c0val betaprob STD = sdx
N= n1;
run;
data outcalc;
set onemean;
samp_cv = sdx/xbar;
crit_val = sqrt(n1)/tinv(betaprob,n1-1,sqrt(n1)/c0val);
run;
proc print data = outcalc;/* has vars xbar c0val betaprob sdx
n1 sampe_cv crit_val */
run;
56 Equivalence and Noninferiority Tests
The MEANS Procedure
Variable Label N Mean Std Dev Minimum Maximum
ƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒ
X X 25 9.6829027 1.0045857 7.4892100 12.0170228
c0 c0 25 0.1000000 0 0.1000000 0.1000000
beta beta 25 0.0500000 0 0.0500000 0.0500000
ƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒƒ
The SAS System 13:53 Wednesday, November 7, 2012 10
Obs _TYPE_ _FREQ_ xbar c0val betaprob sdx n1 samp_cv crit_val
1 0 25 9.68 0.10 0.05 1.00 25 0.10375 0.12351
JMP Data Table and formulas (Figure3.6)
FIGURE 3.6
Test 3.3, JMP screen.

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