Testing equality of population variances the robust way |
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| Authors: | M.L. Tiku N. Balakrishnan |
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| Affiliation: | Department of Mathematical Sciences , McMaster University , Hamilton, Ontario, Canada |
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| Abstract: | The purpose of this paper is to investigate the robustness (stability of Type I error to deviations from normality) and power properties of various tests for testing equality of population variances. It is shown that the tests based on Tiku’ s (1967, 1980, 1982) MML estimators have good robustness properties and are the most powerful overall. |
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| Keywords: | robust tests homogeneity of variances modified maximum likelihood estimators nonparametric tests |
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