A simulation study comparing tests for the equality of coefficients of variation

Abstract

The coefficient of variation is commonly used in medical and biological sciences. In this paper, several parametric and non-parametric tests for the equality of coefficients of variation in κ populations are reviewed. Simulation studies are conducted to compare the sizes and power of these tests. It is found that the parametric tests perform well if the data are normally distributed, but perform poorly if otherwise. The non-parametric test, however, is rather robust against the underlying distribution. An example using data of the Quality Assurance Program from the Hong Kong Medical Technology Association in Haematology and Serology is provided. The insensitivity of the non-parametric test to outliers is demonstrated.