Standardized likelihood ratio test for homogeneity of variance of several normal populations

Abstract

In this study, we propose a standardized likelihood ratio test for homogeneity of variances of several normal populations. We obtain the exact mean and variance of the likelihood ratio test. The proposed test, which does not require intensive simulation, is quite easy to implement especially for researchers. Furthermore, we derive the null distribution of the likelihood ratio test via Monte Carlo simulation. The results of our simulation study reveal clearly that the proposed test performs very well even for small sample sizes and a large number of groups.

Keywords:

• Homogeneity of variance
• Likelihood ratio test
• Power
• simulation
• Type I error rates

MATHEMATICS SUBJECT CLASSIFICATION:

• 62F03
• 65C05

Acknowledgments

The authors are sincerely grateful to anonymous referees for their time and effort in providing very constructive, helpful and valuable comments and suggestions that have led to a substantial improvement in the quality of the paper.