Empirical study of some non-parametric tests for dispersion of correlated data

Abstract

Results of a computer simulation study of power and robustness of three competitor tests for comparing scales, for use with correlated data: Rothstein, Richardson and Bell (RRB), Arvesen, and Pitman, are presented. It is found that unless one could ímprove the approximate null distributions for Arvesen's and Pitman's test, RRB's procedure is best, having simulated probabilities of Type I error closest to the test's nominal α and being reasonably robust and powerful, for all distributions considered.

Keywords:

• Computer simulation
• correlated data
• dispersion
• jack knife estimation
• non-parametric statistics

†Present address: Department of Chernis~ry, Chinese University of Hong Kong. Shatin, N.T., Hong Kong.

†Present address: Department of Chernis~ry, Chinese University of Hong Kong. Shatin, N.T., Hong Kong.

Notes

†Present address: Department of Chernis~ry, Chinese University of Hong Kong. Shatin, N.T., Hong Kong.