Two-Stage Range Test of the Equality of Means under Heteroscedasticity

• Main Authors: Chang, Huey-Fang, 張惠芳
• Other Authors: Shun-Yi Chen
• Format: Others
• Language: zh-TW
• Published: 1997
• Online Access: http://ndltd.ncl.edu.tw/handle/62860434052194345408

碩士 === 淡江大學 === 數學學系 === 85 === The procedures of testing the equality of normal means inthe conventional analysis of variance (ANOVA) are heavilybased on the assumption of the equality of the errorvariances. Studies have shown that the F-test is not robustunder the violation of equal error variances. When thevariances are unknown and unequal, Bishop and Dudewicz(1978)developed a design-oriented two-stage procedure for ANOVA,which gives exact tests with power and level independent ofthe unknown variances. In this paper we propose a two-stagerange test procedure with tables for implementation, to testthe null hypotheses in ANOVA models under heteroscedasticity.Simulation results indicste that the power of the new rangetest procedure is as good as the two-stage ANOVA method. Anumerical example is also given.