An update on ‘a comparative study of tests for homogeneity of variance’

William Jay Conover, Armando Jesús Guerrero-Serrano, Víctor Gustavo Tercero-Gómez

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

Tests for equality of variances using independent samples are widely used in data analysis. Conover et al. [A comparative study of tests for homogeneity of variance, with applications to the outer continental shelf bidding data. Technometrics. 1981;23:351–361], won the Youden Prize by comparing 56 variations of popular tests for variance on the basis of robustness and power in 60 different scenarios. None of the tests they compared were robust and powerful for the skewed distributions they considered. This study looks at 12 variations they did not consider, and shows that 10 are robust for the skewed distributions they considered plus the lognormal distribution, which they did not study. Three of these 12 have clearly superior power for skewed distributions, and are competitive in terms of robustness and power for all of the distributions considered. They are recommended for general use based on robustness, power, and ease of application.

Original languageEnglish
Pages (from-to)1454-1469
Number of pages16
JournalJournal of Statistical Computation and Simulation
Volume88
Issue number8
DOIs
StatePublished - May 24 2018

Keywords

  • Monte Carlo
  • distribution-free
  • distribution-robust
  • nonparametric test

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