295
Research Article
Received: 8 February 2010, Revised: 27 July 2010, Accepted: 3 August 2010, Published online in Wiley Online Library: 17 March 2011
(wileyonlinelibrary.com) DOI: 10.1002/cem.1350
Assessing the coefficient of variations of
chemical data using bootstrap method
Saeid Amiri
a*
and Silvelyn Zwanzig
a
The coefficient of variation is frequently used in the comparison and precision of results with different scales. This
work examines the comparison of the coefficient of variation without any assumptions about the underlying dis-
tribution. A family of tests based on the bootstrap method is proposed, and its properties are illustrated using
Monte Carlo simulations. The proposed method is applied to chemical experiments with iid and non-iid observations.
Copyright © 2011 John Wiley & Sons, Ltd.
Keywords: bootstrap method; coefficient of variation; Monte Carlo simulation
1. INTRODUCTION
The coefficient of variation is well recognized as pertinent to
the interpretation of variability of quantitative experiments. It
is the ratio of the population standard deviation to the popu-
lation mean, = / where > 0, that can be estimated from
the sample. The dimensionless property of the dispersion is ex-
pressed sometimes as a percentage. Therefore, it is often used
to compare the variability when different measurement scales
are presented. This is a very useful characteristics in many situ-
ations, especially to check the variability between populations.
It is readily interpretable as opposed to other commonly used
measures, such as standard deviation, that are more informative.
For instance, consider
1
= 2 and
2
= 3; the direct comparison
of them can be problematic, since the standard deviation does
not include . This descriptive measures, ˆ , of relative dispersion,
which is regarded as stability and uncertainty, can be found vir-
tually in most introductory statistical books. This measure is also
called relative standard deviation (see Reference [1]).
Its application can be found in different disciplines (see, for
example, References [2] and [3]). It attracts special attention to
assessing variability of quantitative experiments. The chemical
experiments produce continuous-type values. The comparison of
them using has special appeal compared to because experi-
ments generally increase or decrease proportionally as the mean
increases or decreases; hence, division by the mean removes it as
a factor in the variability. Therefore, is a standardization of that
allows comparison of variability estimate regardless of magnitude
of analyst concentration, at least throughout most of the working
range of the quantitative experiment. Hence, it can be considered
as a suitable tool for the chemometrican (see Reference [4]). There
are some researches that used in the quantity assay as param-
eter of variability (see for example References [5–7]). Although in
the context of quantitative experiments, the application of may
be preferred to as a measure of precision, the lack of appro-
priate inference makes it less a favorite, which is discussed in the
following.
Unfortunately inference concerning the population is often
considered by making assumptions on the shape and the dis-
tribution parameter [2], [3]. Because of these difficulties the re-
ported inferences in literature are generally based on the para-
metric model, particularly for the normal population. However,
the exact distribution of the sample ˆ is quite difficult to obtain
even for a normal distribution, even more difficult for the skewed
distribution [3]. Therefore, there are many researches in the liter-
ature to overcome this problem.
An approximation of the distribution of sample ˆ has been
considered in Mckay [8] that has
2
distribution if < 1/3. Note
that most of the given tests are held under this condition. The
literature of the coefficient of variation can be found in Nairy and
Rao [2], Pang et al. [3], and Mahmoudvand and Hassani [9] and
the references therein.
Here we propose a test to examine the equality of coefficient of
variation of two populations. This test is based on the resampling
approach. The bootstrap method has provided a new branch in
statistics in the form of nonparametric approach to inference. This
work focuses on the nonparametric bootstrap, since if the chosen
distribution of parametric bootstrap is correct then it works well,
but it suffers when the underlying assumption is violated. There
exist some research papers that tried to discuss the difference be-
tween parametric and nonparametric bootstrap in other regards
(see, for example, Reference [10]). Here, we look at the following
objects:
(1) Present a test for that does not depend on the Mckay’s
limitation, < 1/3, since many chemical data violate this, see
Section 4.
(2) The proposed test is a nonparametric test. Thus, it does not
need the underlying assumptions of the parametric method,
e.g. normality of observations.
* Correspondence to: Saeid Amiri, Department of Mathematics, Uppsala Univer-
sity, P.O. Box 480, 751 06 Uppsala, Sweden.
E-mail: saeid@math.uu.se
a Saeid Amiri, Silvelyn Zwanzig
Department of Mathematics, Uppsala University, P.O.Box 480, 751 06 Uppsala,
Sweden
J. Chemometrics 2011; 25: 295–300 Copyright © 2011 John Wiley & Sons, Ltd.