A Test of Homogeneity of Variances for Normal Populations.

A Fully Nonparametric Diagnostic Test For Homogeneity of Variances

For the regression model Yi = m(xi) + σ(xi)2i, i = 1, . . . , m, we propose a new nonparametric diagnostic test for checking the constancy of the conditional variance function σ(x). The proposed test does not assume a known parametric form for the conditional mean function m(x). The test statistic is inspired by recent asymptotic theory in analysis of variance when the number of factor levels i...

A Robust Test for Equality of Variances of k Normal Populations

This paper introduces a test based on modified version of Gini’s mean difference for testing equality of scale parameters. If k independent samples of sizes ni (i = 1, 2, . . . , k) are taken from different normal populations, the hypothesis of equality of population variances (H0 : 1 2 = 2 2 = . . . = k ) can be tested using Bartlett’s test. However, it is i) sensitive to non-normality; and ii...

A Test of Homogeneity for Two Multivariate Populations

The classical tests of homogeneity, such as the twosample Kolmogorov-Smirnov test, do not have a natural extension to comparing two multivariate populations. G. J. Székely and N. K. Bakirov have proposed a new test based on Euclidean distance between sample elements. This test can be applied to testing homogeneity of any two multivariate populations with finite second moments, and the test is r...

Bootstrap Methods for Testing Homogeneity of Variances

This paper describes the use of bootstrap and permutation methods for lhe problem of testing homogeneity of variances when means are not assumed equal or known. The melhods are new in this context, and nontrivial, since lhe composite null hypothesis involves nuisance mean parameters. They allow the use of normal-:'theory test statistics such as F = sUs~ without the normality assumption which is...

Testing equality of variances for multiple univariate normal populations