Influence Function on the Coefficient of Variation

2008 
We derive the influence function on the coefficient of variation. Empirical influence function and Sample influence function are used to verify the validity of the derived influence function. To show the validity of the influence function, we carry out simulations with random samples from normal distribution and , respectively. The simulation result proves that the derived influence function is very accurate in estimating changes in the coefficient of variation when an observation is deleted.
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