Power of the F-Test for Nonnormal Distributions and Unequal Error Variances

Abstract

An empirical investigation was made of the power of the F-test when the underlying distribution is nonnormal and the within-cell variances are not homogeneous. It is shown that even for small samples the analysis-of-variance F-test is valid, although the usual assumptions of normal distribution and homogeneous error variances are seriously violated. The test is shown to be valid for both Type I and Type II error. An analysis of the correlation between the numerator and denominator of the null hypothesis F-ratio demonstrates that the distribution of F is little affected by the shape of the underlying distribution.

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Document Details

Document Type
Technical Report
Publication Date
Sep 01, 1966
Accession Number
AD0639163

Entities

People

  • T. S. Donaldson

Organizations

  • RAND Corporation

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Air Force
  • Analysis Of Variance
  • Data Analysis
  • Data Mining
  • Data Science
  • Design Criteria
  • Experimental Design
  • Information Science
  • Knowledge Management
  • New York
  • Normal Distribution
  • Normality
  • Probability
  • Random Variables
  • Sampling
  • Statistical Analysis
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Regression Analysis.