A new exact p-value approach for testing variance homogeneity
| Autor: | Juan Wang, Xinmin Li, Hua Liang |
|---|---|
| Jazyk: | angličtina |
| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Statistical Theory and Related Fields, Vol 6, Iss 1, Pp 81-86 (2022) |
| Druh dokumentu: | article |
| ISSN: | 2475-4269 2475-4277 24754269 |
| DOI: | 10.1080/24754269.2021.1907519 |
| Popis: | To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a Monte Carlo algorithm to compute its exact null distribution, and so its p-value. It is much easier to implement than most existing methods. Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers. We analyse an environmental dataset for an illustration. |
| Databáze: | Directory of Open Access Journals |
| Externí odkaz: |
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