Testing Variability in the Two-Sample Case |
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| Authors: | Philip H Ramsey Patricia P Ramsey |
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| Institution: | 1. Psychology Department , Queens College of the City University of New York , Flushing, New York, USA phramsey@aol.com;3. Graduate School of Business Administration , Fordham University , New York, New York, USA |
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| Abstract: | A number of robust methods for testing variability have been reported in previous literature. An examination of these procedures for a wide variety of populations confirms their general robustness. Shoemaker's improvement of the F test extends that test use to a realistic variety of population shapes. However, a combination of the Brown–Forsythe and O'Brien methods based on testing kurtosis is shown to be conservative for a wide range of sample sizes and population distributions. The composite test is also shown to be more powerful in most conditions than other conservative procedures. |
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| Keywords: | Non-normal populations Robust testing Testing kurtosis |
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