Two non-parametric, analysis-of-means-type tests for homogeneity of variances

被引:8
|
作者
Wludyka, PS
Nelson, PR
机构
[1] Univ N Florida, Dept Math & Stat, Jacksonville, FL 32224 USA
[2] Clemson Univ, Dept Math Sci, Clemson, SC USA
关键词
D O I
10.1080/02664769922584
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
After a brief review of the literature, two non-parametric tests for homogeneity of variances are presented. The first test is based on the analysis of means for ranks, which is a non-parametric version of the analysis of means (ANOM) that uses ranks as input for an ANOM test. The second test uses inverse normal scores of the ranks of scale transformations of the observations as input to the ANOM. Both homogeneity of variances tests carl be presented in a graphical form, which makes it easy for practitioners to assess the practical and the statistical significance. A Monte Carlo study is used to show that these tests have power comparable with that of well-known robust tests for homogeneity of variances.
引用
收藏
页码:243 / 256
页数:14
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