Tests of equality of several variances with the likelihood ratio principle

被引:1
|
作者
Park, Hyo-Il [1 ]
机构
[1] Cheongju Univ, Dept Stat, 298 Dae Sung Ro, Cheongju 28503, Chungcheongbuk, South Korea
关键词
combination function; likelihood ratio test; normal distribution; permutation principle;
D O I
10.29220/CSAM.2018.25.4.329
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this study, we propose tests for equality of several variances with the normality assumption. First of all, we propose the likelihood ratio test by applying the permutation principle. Then by using the p-values for the pairwise tests between variances and combination functions, we propose combination tests. We apply the permutation principle to obtain the overall p-values. Also we review the well- known test statistics for the completion of our discussion and modify a statistic with the p-values. Then we illustrate proposed tests by numerical and simulated data and compare their efficiency with the reviewed ones through a simulation study by obtaining empirical p-values. Finally, we discuss some interesting features related to the resampling methods and tests for equality among several variances.
引用
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页码:329 / 339
页数:11
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