標題：A Revisit to Test the Equality of Variances of Several Populations 

學年  106 

學期  1 

出版（發表）日期  2017/11/19 

作品名稱  A Revisit to Test the Equality of Variances of Several Populations 

作品名稱（其他語言）  英文 

著者  Chang ChingHui; Nabendu Pal; Lin JyhJiuan, 

單位  

出版者  

著錄名稱、卷期、頁數  Communications in Statistics  Simulation and Computation 46(8), p.63606384 

摘要  We revisit the problem of testing homoscedasticity (or, equality of variances) of several normal populations which has applications in many statistical analyses, including design of experiments. The standard text books and widely used statistical packages propose a few popular tests including Bartlett's test, Levene's test and a few adjustments of the latter. Apparently, the popularity of these tests have been based on limited simulation study carried out a few decades ago. The traditional tests, including the classical likelihood ratio test (LRT), are asymptotic in nature, and hence do not perform well for small sample sizes. In this paper we propose a simple parametric bootstrap (PB) modification of the LRT, and compare it against the other popular tests as well as their PB versions in terms of size and power. Our comprehensive simulation study bursts some popularly held myths about the commonly used tests and sheds some new light on this important problem. Though most popular statistical software/packages suggest using Bartlette's test, Levene's test, or modified Levene's test among a few others, our extensive simulation study, carried out under both the normal model as well as several nonnormal models clearly shows that a PB version of the modified Levene's test (which does not use the Fdistribution cutoff point as its critical value), and Loh's exact test are the “best” performers in terms of overall size as well as power. 

關鍵字  Fdistribution chisquare distribution;Power;Size;Unbalanced design;Variance 

語言  中文 

ISSN  03610918/15324141 

期刊性質  國內 

收錄於  SCI; 

產學合作  

通訊作者  

審稿制度  是 

國別  中華民國 

公開徵稿  

出版型式  ,電子版 

相關連結  


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