Brief investigation of tests of variability in the two-sample case

Abstract

Several robust methods for testing variability have been reported in previous literature. An examination of these procedures for a wide variety of populations confirms their general robustness. Shoemaker's improvement of the F-test extends its use to a realistic variety of population shapes. However, some combination of the Brown–Forsythe and O'Brien methods is needed to cover the full range of population shapes.

Keywords:

• Shoemaker
• Brown-Forsythe
• O'Brien
• Robust methods

Acknowledgements

This work is supported in part by a grant from The City University of New York PSC-CUNY Research Award program.