Comparison of one-way ANOVA tests under unequal variances in terms of median p-values

Abstract

There is a large number of alternative tests is a parameter that complicates choosing the appropriate test for one-way ANOVA under unequal variances problem. To solve this problem, there are many studies in the literature to investigate the performance of one-way ANOVA tests under unequal variances. In these studies, power of the test, Type I error probability, intrinsic, adjusted and penalized power are used as performance criteria and different findings are obtained regarding the performances of the tests. However, p-value based performance measures such as expected p-value and median p-value, which are taken into account the right-skewed distribution of p-values under the alternative hypothesis, have not been used yet. In this study, the performance of one-way ANOVA tests under unequal variances are investigated in terms of median p-values which has been used as an alternative to the power of the test in recent years. Thus, new findings have been reached and additional solutions have been provided to the problem of choosing the appropriate test. In this respect, the study provides valuable information to the literature about the performance of one-way ANOVA tests under unequal variances.

Keywords:

• ANOVA
• Doex
• Median p-value
• Performance comparison
• Unequal variances