Statistical Inference for a Ratio of Dispersions Using Paired Samples

Document Type

Article

Publication Date

1-1-2003

Description

Wilcox (1990) examined the Type I and Type II error rates for several robust tests of H0: σ12/σ22 = 1 in paired-data designs and concluded that a satisfactory solution does not yet exist. A confidence interval for a ratio of correlated mean absolute deviations is derived and performs well in small sample sizes across realistically nonnormal distributions. When used to test a hypothesis, the proposed confidence interval is almost as powerful as the most powerful test examined by Wilcox.

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