Standardized likelihood ratio test for homogeneity of variance of several normal populations
| Autor: | Esra Gökpinar |
|---|---|
| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
021103 operations research Homogeneity (statistics) 0211 other engineering and technologies 02 engineering and technology 01 natural sciences Statistics::Computation 010104 statistics & probability Modeling and Simulation Likelihood-ratio test Statistics Statistics::Methodology 0101 mathematics Mathematics |
| Zdroj: | Communications in Statistics - Simulation and Computation. 51:6309-6319 |
| ISSN: | 1532-4141 0361-0918 |
| Popis: | In this study, we propose a standardized likelihood ratio test for homogeneity of variances of several normal populations. We obtain the exact mean and variance of the likelihood ratio test. The proposed test, which does not require intensive simulation, is quite easy to implement especially for researchers. Furthermore, we derive the null distribution of the likelihood ratio test via Monte Carlo simulation. The results of our simulation study reveal clearly that the proposed test performs very well even for small sample sizes and a large number of groups. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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