CONFIDENCE LIMITS FOR THE COEFFICIENT OF VARIATION OF LARGEST EXTREME VALUE DISTRIBUTION TYPE I

Suppose r. v. X is distributed as the largest extreme value distribution type I with density function 1/σ exp -（x-μ/σ）exp -exp-（x-μ）/σ, σ＞0. The coeffcient of variation of X is \delta=\frac\pi \sigma\sqrt6(\mu+\sigma r) where r is the Euler’s constant. Let X₁, X₂,…, X_n be an iid. sample from X. In this paper, the confidence limits for δ was obtained via the confidence limits for reliability funotion of Weibull distribution.