For random sample from unif(0,1) distribution, method of moments estimator for coefficient of variation is sample mean divided by sample standard deviation. Here, coefficient of variation theta is mu/sigma where mu is population mean and sigma is population standard deviation. Then, how to derive the asymptotic distribution of sqrt(n)*(theta.hat-theta)?

  • $\begingroup$ The coefficient of variation is defined as the standard deviation over the mean (usually in absolute value terms), not vice versa. $\endgroup$ – Alecos Papadopoulos Oct 26 '20 at 20:51

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