A Comparison of Power of the Test of Homogeneity of Variances
Abstract
The objective of this research is to compare power of the test of homogeneity of variances of 3, 4 and 5 populations by Levene’s test (W) Brown-Forsythe’s test (BF) and Bhandary and Dai’s test (BD). The methods are compared by considering the ability to control the probability of type I error and power of the test. The studied use simulated normal distribution data in small, medium and large size . The results show that Bhandary and Dai’s test can control probability of type I error for all cases and It has highest power of the test. Keywords : homogeneity of variances, Levene’s test, Brown-Forsythe’s test, Bhandary and Dai’s testReferences
Bhandary, M., & Dai, H. (2009). An alternative test for the equality of variances for several populations
when the underlying distributions are normal. Communications in Statistics – Simulation and
Computation, 38(1), 109-117.
Brown, M.B., & Forsythe, A.B. (1974). Rubust tests for the equality of variances. Journal of the American
Statistical Association, 69, 364-367.
Cochran, W.G., (1954). Some methods for strengthening the common tests. Biometrics, 10, 417-451.
Games, P.A., Winkler, H.B., & Probert, D. A. (1972). Robust tests for homogeneity of variance. Educational
and Psychological Measurement, 32, 887-909.
Levene, H. (1960). Robust tests for equality of variances. Contributions to probability and statistics: essay in
honor of Harold Hotellings, 278-292.
Thukaeow, P. (2009). Comparison on Homogeneity Test of Variances. Retrieved February 2, 2017, from
http://tdc.thailis.or.th/tdc/basic.php
Smalheiser, N.R. (2017). Chapter 11: ANOVA. Data Literacy, 149-155.
when the underlying distributions are normal. Communications in Statistics – Simulation and
Computation, 38(1), 109-117.
Brown, M.B., & Forsythe, A.B. (1974). Rubust tests for the equality of variances. Journal of the American
Statistical Association, 69, 364-367.
Cochran, W.G., (1954). Some methods for strengthening the common tests. Biometrics, 10, 417-451.
Games, P.A., Winkler, H.B., & Probert, D. A. (1972). Robust tests for homogeneity of variance. Educational
and Psychological Measurement, 32, 887-909.
Levene, H. (1960). Robust tests for equality of variances. Contributions to probability and statistics: essay in
honor of Harold Hotellings, 278-292.
Thukaeow, P. (2009). Comparison on Homogeneity Test of Variances. Retrieved February 2, 2017, from
http://tdc.thailis.or.th/tdc/basic.php
Smalheiser, N.R. (2017). Chapter 11: ANOVA. Data Literacy, 149-155.
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Published
2018-05-16
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Research Article
