A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data

W. J. Conover, Mark E. Johnson, Myrle M. Johnson

Research output: Contribution to journalArticlepeer-review

541 Scopus citations

Abstract

Many of the existing parametric and nonparametric tests for homogeneity of variances, and some variations of these tests, are examined in this paper. Comparisons are made under the null hypothesis (for robustness) and under the alternative (for power). Monte Carlo simulations of various symmetric and asymmetric distributions, for various sample sizes, reveal a few tests that are robust and have good power. These tests are further compared using data from outer continental shelf bidding on oil and gas leases.

Original languageEnglish
Pages (from-to)351-361
Number of pages11
JournalTechnometrics
Volume23
Issue number4
DOIs
StatePublished - Nov 1981

Keywords

  • Bartlett’s test
  • Monte Carlo
  • Nonparametric tests
  • Power
  • Robustness
  • Test for homogeneity of variances

Fingerprint Dive into the research topics of 'A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data'. Together they form a unique fingerprint.

Cite this