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

被引:0
作者
Gokpinar, Esra [1 ]
机构
[1] Gazi Univ, Dept Stat, TR-06500 Ankara, Turkey
关键词
Homogeneity of variance; Likelihood ratio test; Power; simulation; Type I error rates; P-VALUE; EQUALITY;
D O I
10.1080/03610918.2020.1800037
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
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.
引用
收藏
页码:6309 / 6319
页数:11
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