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On some test statistics for testing homogeneity of variances: a comparative study.

Authors :
Sharma, Dinesh
Kibria, B. M. Golam
Source :
Journal of Statistical Computation & Simulation. Oct2013, Vol. 83 Issue 10, p1944-1963. 20p.
Publication Year :
2013

Abstract

In this paper, we have reviewed 25 test procedures that are widely reported in the literature for testing the hypothesis of homogeneity of variances under various experimental conditions. Since a theoretical comparison was not possible, a simulation study has been conducted to compare the performance of the test statistics in terms of robustness and empirical power. Monte Carlo simulation was performed for various symmetric and skewed distributions, number of groups, sample size per group, degree of group size inequalities, and degree of variance heterogeneity. Using simulation results and based on the robustness and power of the tests, some promising test statistics are recommended for practitioners. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00949655
Volume :
83
Issue :
10
Database :
Academic Search Index
Journal :
Journal of Statistical Computation & Simulation
Publication Type :
Academic Journal
Accession number :
90399802
Full Text :
https://doi.org/10.1080/00949655.2012.675336