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An upper bound on a ratio of variances |
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| Authors: | Eve Bofinger Kerrie Mengersen |
| Affiliation: | 1. Dept. of Math., Stat. and Computing Science , Univ.of New England , Armidale, N.S.W, 2351, Australia;2. Dept. of Math.and Computing , Univ.of Central Queensland , Rockhampton, Qld, 4702, Australia |
| Abstract: | Several processes may be monitored in terms of their variances relative to each other by the maximum ratio of variances. Based on the observed value an upper confidence bound for the population value is derived and tables are supplied for its implementation. Such bounds may be used when the experimenter wishes to establish that the variances are "not too different". The usual testing of variances for equality is noticed to be inappropriate in such cases. |
| Keywords: | Variance monitor equivalence heteroskedastic confidence bound |