Testing equality of variances for several normal populations

ABSTRACT

In this study, we develop a test based on computational approach for the equality of variances of several normal populations. The proposed method is numerically compared with the existing methods. The numeric results demonstrate that the proposed method performs very well in terms of type I error rate and power of test. Furthermore we study the robustness of the tests by using simulation study when the underlying data are from t, exponential and uniform distributions. Finally we analyze a real dataset that motivated our study using the proposed test.

Keywords:

• Computational approach test
• Equality of variances
• Power of test
• Type I error

Mathematics Subject Classification:

• 62F03
• 65C05

Acknowledgments

The author is sincerely grateful to anonymous referee for his/her 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 article.