Unbiasedness of Tests for Homogeneity of Variances
نویسندگان
چکیده
منابع مشابه
Comparing the Statistical Tests for Homogeneity of Variances
Comparing the Statistical Tests for Homogeneity of Variances by Zhiqiang Mu Testing the homogeneity of variances is an important problem in many applications since statistical methods of frequent use, such as ANOVA, assume equal variances for two or more groups of data. However, testing the equality of variances is a difficult problem due to the fact that many of the tests are not robust agains...
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This paper compares empirical type I error and power of different tests that have been proposed to assess the homogeneity of within-group variances, prior to anova. The tests of homogeneity of variance (THV) compared in this study are: Bartlett's test, the Scheffé-Box log-anova test, Cochran’s C test and Box’s M test, in their parametric and permutational forms. The main questions addressed in ...
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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...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1971
ISSN: 0003-4851
DOI: 10.1214/aoms/1177693520