Degree Name
MS (Master of Science)
Program
Mathematical Sciences
Date of Award
8-2006
Committee Chair or Co-Chairs
Edith Seier
Committee Members
Robert M. Price Jr., Yali Liu
Abstract
Testing the homogeneity of variances is an important problem in many applications since statistical methods of frequent use, such as ANOVA, assume equal variances for two or more groups of data. However, testing the equality of variances is a difficult problem due to the fact that many of the tests are not robust against non-normality. It is known that the kurtosis of the distribution of the source data can affect the performance of the tests for variance. We review the classical tests and their latest, more robust modifications, some other tests that have recently appeared in the literature, and use bootstrap and permutation techniques to test for equal variances. We compare the performance of these tests under different types of distributions, sample sizes and true ratios of variances of the populations. Monte-Carlo methods are used in this study to calculate empirical powers and type I errors under different settings.
Document Type
Thesis - unrestricted
Recommended Citation
Mu, Zhiqiang, "Comparing the Statistical Tests for Homogeneity of Variances." (2006). Electronic Theses and Dissertations. Paper 2212. https://dc.etsu.edu/etd/2212
Copyright
Copyright by the authors.