A Nonparametric Two-Sample Wald Test of Equality of Variances
نویسندگان
چکیده
منابع مشابه
A Nonparametric Two-Sample Wald Test of Equality of Variances
We develop a test for equality of variances given two independent random samples of observations. The test can be expected to perform well when both sample sizes are at least moderate and the sample variances are asymptotically equivalent to the maximum likelihood estimators of the population variances. The test is motivated by and is here assessed for the case when both populations sampled are...
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To test for equality of variances given two independent random samples from univariate normal populations, popular choices would be the two-sample F test and Levene’s test. The latter is a nonparametric test while the former is parametric: it is the likelihood ratio test, and also a Wald test. Another Wald test of interest is based on the difference in the sample variances. We give a nonparamet...
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ژورنال
عنوان ژورنال: Advances in Decision Sciences
سال: 2011
ISSN: 2090-3359,2090-3367
DOI: 10.1155/2011/748580