A robust procedure for comparing several means under heteroscedasticity and nonnormality |
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Authors: | WY Tan >MA Tabatabai |
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Institution: | 1. Department of Mathematical Sciences , Memphis State University , Memphis, TN, 38152;2. Department of Mathematical Sciences , Cameron University , Lawton, OK, 73505 |
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Abstract: | By applying Tiku's MML robust procedure to Brown and Forsythe's (1974) statistic, this paper derives a robust and more powerful procedure for comparing several means under hetero-scedasticity and nonnormality. Some Monte Carlo studies indicate clearly that among five nonnormal distributions, except for the uniform distribution, the new test is more powerful than the Brown and Forsythe test under nonnormal distributions in all cases investigated and has substantially the same power as the Brown and Forsythe test under normal distribution. |
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Keywords: | Brown-Forsythe test MML estimator Monte Carlo studies Tiku's robust procedure |
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