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A Comparative Study of Tests for Homogeneity of Variance, with Applications to the Outer Continental Shelf Bidding Data

Опубликовано на портале: 24-06-2004
Technometrics. 1981.  Vol. 23. No. 4. P. 351-361. 
Many of the existing parametric and nonparametric tests for homogeneity of variances, and some variations of these tests, are examined in this paper. Comparisons are made under the null hypothesis (for robustness) and under the alternative (for power). Monte Carlo simulations of various symmetric and asymmetric distributions, for various sample sizes, reveal a few tests that are robust and have good power. These tests are further compared using data from outer continental shelf bidding on oil and gas leases.

This paper was awarded the Jack Youden Prize for being the best expository paper in Technometrics in 1981.
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