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The aim of the paper is to determine maximum-likelihood estimation equations. Observations follow a multivariate normal distribution,, where,anddescribe the unknown covariance structure between rows and columns of, respectively. Imposing restrictions onandfour types of covariance structures will be considered. [ABSTRACT FROM AUTHOR]

In the article, properties of the Bennett test and Miller test are analyzed. Assuming that the sample size is the same for each sample and considering the null hypothesis that the coefficients of variation forkpopulations are equal against the hypothesis thatk− 1 coefficients of variation are the same but differ from the coefficient of variation for thekth population, the empirical significance level and the power of the test are studied. Moreover, the dependence of the test statistic and the power of the test on the ratio of coefficients of variation are considered. The analyses are performed on simulated data. [ABSTRACT FROM AUTHOR]