Modified ANOVA for Unequal Variances

Abstract The departures from the equal variances assumption can have a serious negative effect on the F-test of ANOVA. By using a ratio of sample size and non-pooled sample variance as a weight, the statistic F is modified in order to be applicable without the assumption of equal variances, and its approximate distribution is derived. This new test is very sensitive to the weights. Using simulation, its sizes and powers with the various weights are observed, and the comparisons are made with other known tests.

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