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

doi:10.1080/00401706.1981.10487680

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

Mathematics and Statistics

Research output: Contribution to journal › Article › peer-review

660 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 language	English
Pages (from-to)	351-361
Number of pages	11
Journal	Technometrics
Volume	23
Issue number	4
DOIs	https://doi.org/10.1080/00401706.1981.10487680
State	Published - Nov 1981

Keywords

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

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10.1080/00401706.1981.10487680

Cite this

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

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.",

keywords = "Bartlett{\textquoteright}s test, Monte Carlo, Nonparametric tests, Power, Robustness, Test for homogeneity of variances",

author = "Conover, {W. J.} and Johnson, {Mark E.} and Johnson, {Myrle M.}",

note = "Funding Information: The work performed in this paper was supported by the Applied Research and Analysis Section, Conservation Division, U. S. Geological Survey, Denver, CO under the auspiceso f John Lohrenz. The first author was serving as a Visiting Staff Member at the Los Alamos Scientific Laboratory. Professional assistance from Dr. Benjamin S. Duran is gratefully acknowledged.",

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AB - 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.

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KW - Power

KW - Robustness

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

Abstract

Keywords

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