Robust tests on the equality of variances
The classic F test for the hypothesis concerning the equality of two population variances is known to be non-robust. When we apply the classical F test to the non-normal samples, the actual size of the test can be different from its nominal level. Therefore, several robust alternatives have been...
| Main Author: | |
|---|---|
| Language: | English |
| Published: |
2009
|
| Online Access: | http://hdl.handle.net/2429/6535 |
| Summary: | The classic F test for the hypothesis concerning the equality of two population
variances is known to be non-robust. When we apply the classical F test
to the non-normal samples, the actual size of the test can be different from
its nominal level. Therefore, several robust alternatives have been introduced
in the literature. In this thesis, I will present some of these alternatives, and
illustrate their application with some examples. A new approach will also
be introduced. The best feature of this method is that it seems to be able
to overcome the adverse effect of outliers. A Monte Carlo study is used to
compare the new test with the F test and the other methods. The results of
this study are encouraging for the new test. |
|---|