About properties and power of classical tests of homogeneity of variances

被引：0
|
作者：
Sataeva, T. S. [1 ]
Lemeshko, B. Yu. [1 ]
机构：
[1] Novosibirsk State Tech Univ, Dept Theoret & Appl Informat, Novosibirsk, Russia
来源：
2016 11TH INTERNATIONAL FORUM ON STRATEGIC TECHNOLOGY (IFOST), PTS 1 AND 2 | 2016年
关键词：
test of homogeneity of variances; Neyman-Pearson test; O'Brien test; Link test; Newman test; Bliss-Cochran-Tukey test; Cadwell-Leslie-Brown test; Overall-Woodward Z-variance test; modified Overall-Woodward Z-variance test; power of test; FACTORIAL-DESIGNS; HETEROGENEITY; RANGE; CRITERIA;
D O I：
暂无
中图分类号：
TE [石油、天然气工业]; TK [能源与动力工程];
学科分类号：
0807 ; 0820 ;
摘要：
Distributions of test statistics of classical tests for homogeneity of variance (Neyman-Pearson, O'Brien, Link, Newman, Bliss-Cochran-Tukey, Cadwell-Leslie-Brown, Overall-Woodward Z-variance and modified Overall-Woodward Z-variance tests) are investigated including a case when the standard assumption of the normality is violated. The comparative analysis of power of the classical tests is carried out. Method of application of the tests of violation of the standard assumption that provides an interactive simulation of distributions of the test statistics is proposed and tested.
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页数：5
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