A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data

作者: W. J. Conover , Mark E. Johnson , Myrle M. Johnson

DOI: 10.1080/00401706.1981.10487680

关键词:

摘要: Many of the existing parametric and nonparametric tests for homogeneity variances, some variations these tests, are examined in this paper. Comparisons made under null hypothesis (for robustness) alternative power). Monte Carlo simulations various symmetric asymmetric distributions, sample sizes, reveal a few that robust have good power. These further compared using data from outer continental shelf bidding on oil gas leases.

参考文章(48)
H. Levene, Robust tests for equality of variances Contributions to Probability and Statistics. Essays in Honor of Harold Hotelling. pp. 279- 292 ,(1961)
E.L. Dougherty, J. Lohrenz, Statistical Analyses of Bids for Federal Offshore Leases Journal of Petroleum Technology. ,vol. 28, pp. 1377- 1390 ,(1976) , 10.2118/5583-PA
M. S. Bartlett, Properties of Sufficiency and Statistical Tests Proceedings of The Royal Society A: Mathematical, Physical and Engineering Sciences. ,vol. 160, pp. 268- 282 ,(1992) , 10.1007/978-1-4612-0919-5_8
H. A. DAVID, Upper 5 and 1% points of the maximum F-ratio Biometrika. ,vol. 39, pp. 422- 424 ,(1952) , 10.1093/BIOMET/39.3-4.422
Lincoln E. Moses, Rank Tests of Dispersion Annals of Mathematical Statistics. ,vol. 34, pp. 973- 983 ,(1963) , 10.1214/AOMS/1177704020
M. W. J. Layard, Robust Large-Sample Tests for Homogeneity of Variances Journal of the American Statistical Association. ,vol. 68, pp. 195- 198 ,(1973) , 10.1080/01621459.1973.10481363