Testing hypotheses on coefficients of variation from a series of two-armed experiments

Abstract

We consider the problem of testing hypotheses on the difference of the coefficients of variation from several two-armed experiments with normally distributed outcomes. In particular, we deal with testing the homogeneity of the difference of the coefficients of variation and testing the equality of the difference of the coefficients of variation to a specified value. The test statistics proposed are derived in a limiting one-way classification with fixed effects and heteroscedastic error variances, using results from analysis of variance. By way of simulation, the performance of these test statistics is compared for both testing problems considered.

Keywords:

• Analysis of variance
• heteroscedastic variances
• homogeneity
• one-way classification
• two-armed experiments

Acknowledgement

The support of the German Research Community (DFG, Sonderforschungsbereich 475) is gratefully acknowledged.