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A NEW TEST FOR EQUALITY OF VARIANCES FOR k NORMAL POPULATIONS
Abstract:ABSTRACT

A simple test based on Gini's mean difference is proposed to test the hypothesis of equality of population variances. Using 2000 replicated samples and empirical distributions, we show that the test compares favourably with Bartlett's and Levene's test for the normal population. Also, it is more powerful than Bartlett's and Levene's tests for some alternative hypotheses for some non-normal distributions and more robust than the other two tests for large sample sizes under some alternative hypotheses. We also give an approximate distribution to the test statistic to enable one to calculate the nominal levels and P-values.
Keywords:Gini's mean difference  Levene's test  Bartlett's test  Satterthwaite's approximation  Robustness  Laplace populations  Empirical distribution  Equality of variance
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