ON SOME TESTS OF HOMOGENEITY OF VARIANCES.
Abstract
For testing the equality of c continuous probability distributions on the basis of c independent random samples, various non-parametric tests for dispersions are offered. These tests, include among others, the multi-sample analogues of the two-sample normal-scores test of dispersion and the tests considered by Ansari and Bradley, Klotz, Mood, and Siegel and Tukey. Under suitable regularity conditions, it is shown that these tests have limiting non-central chi-square distributions with c-1 d.f. The asymptotic relative efficiencies (in the Pitman sense) of these tests relative to one another and the F test, are obtained and are shown to be the same as for the two-sample problem. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Mar 01, 1965
- Accession Number
- AD0613067
Entities
People
- Madan L. Puri
Organizations
- New York University