论文信息 - Testing variance equality with randmization tests

Testing variance equality with randmization tests

A simulation experiment was conducted to explore the operating characteristics of randomization tests for testing the equality of two population variances. The F test, and adjusted testing procedure suggested by Box and Andersen (1955) were also included in this study. The F statistic was conservative for samples from Uniform populations and anti-conservative for samples from Double Exponential populations. The Box–Anderson procedure provided better control of the significance level though this procedure tended to be anti-conservative. A partial randomization test was seen to perform with approximately the same characteristics as the based on all of the permutations. Both of the randomization tests maintained the nominally specified significance levels, and had comparable power to the other procedures.

A. Bailer | A. John Bailer

[1] E. S. Pearson. THE ANALYSIS OF VARIANCE IN CASES OF NON-NORMAL VARIATION , 1931 .

[2] G. Box. NON-NORMALITY AND TESTS ON VARIANCES , 1953 .

[3] R. A. Fisher,et al. Design of Experiments , 1936 .

[4] G. W. Snedecor. Statistical Methods , 1964 .

[5] S. L. Andersen,et al. Permutation Theory in the Derivation of Robust Criteria and the Study of Departures from Assumption , 1955 .

[6] Douglas A. Wolfe,et al. Introduction to the Theory of Nonparametric Statistics. , 1980 .

[7] A. Gayen. The distribution of the variance ratio in random samples of any size drawn from non-normal universes. , 1950, Biometrika.

[8] R. Geary,et al. Testing for Normality , 2003 .

[9] M. Layard,et al. Robust Large-Sample Tests for Homogeneity of Variances , 1973 .