Robust Large-Sample Tests for Homogeneity of Variances
- 1 March 1973
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 68 (341) , 195
- https://doi.org/10.2307/2284168
Abstract
Two asymptotically robust tests for equality of variances in the k-sample case are discussed: a simple X 2 test and a test based on the jack-knife procedure. Some Monte Carlo experiments suggest that these tests are reasonably robust for moderately small samples, are more powerful than Box's grouping test and perform similarly to Bartlett's test in the normal case.Keywords
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