Journal article
Testing equality of population variances the robust way
Abstract
The purpose of this paper is to investigate the robustness (stability of Type I error to deviations from normality) and power properties of various tests for testing equality of population variances. It is shown that the tests based on Tiku’ s (1967, 1980, 1982) MML estimators have good robustness properties and are the most powerful overall.
Authors
Tiku ML; Balakrishnan N
Journal
Communication in Statistics- Theory and Methods, Vol. 13, No. 17, pp. 2143–2159
Publisher
Taylor & Francis
Publication Date
January 1984
DOI
10.1080/03610928408828818
ISSN
0361-0926