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Автор Balakrishnan, N.
Автор Ma, C.W.
Дата выпуска 1990
dc.description In this paper we consider some of the prominent tests that are available in the literature for the problem of testing the equality of two population variances and compare their performance through an extensive Monte Carlo study. For this purpose we consider the normal distribution and several other symmetric and some skewed alternatives to the normal and also take various choices for the two sample sizes. Based on the simulated values of the level of significance and the power of all these tests, we make some recommendations regarding the usage of these tests. Finally, we also consider a numerical example and illustrate clearly all the test procedures considered in this study.
Формат application.pdf
Издатель Gordon and Breach Science Publishers
Копирайт Copyright Taylor and Francis Group, LLC
Тема Level of significance
Тема power
Тема Monte carlo study
Тема robust tests
Тема MML estimators
Тема order statistics
Тема type-II censored samples
Тема outlier-normal model
Тема mixture-normal
Тема model
Тема non-parametric tests
Тема trimmed mean
Тема p-value
Название A comparative study of various tests for the equality of two opulation variances
Тип research-article
DOI 10.1080/00949659008811234
Electronic ISSN 1563-5163
Print ISSN 0094-9655
Журнал Journal of Statistical Computation and Simulation
Том 35
Первая страница 41
Последняя страница 89
Аффилиация Balakrishnan, N.; Department of Mathematics and Statistics, McMaster Uniuersity
Аффилиация Ma, C.W.; Department of Mathematics and Statistics, McMaster Uniuersity
Выпуск 1-2
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