ON SOME TESTS OF HOMOGENEITY OF VARIANCES.
NEW YORK UNIV N Y COURANT INST OF MATHEMATICAL SCIENCES
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For testing the equality of c continuous probability distributions on the basis of c independent random samples, various non-parametric tests for dispersions are offered. These tests, include among others, the multi-sample analogues of the two-sample normal-scores test of dispersion and the tests considered by Ansari and Bradley, Klotz, Mood, and Siegel and Tukey. Under suitable regularity conditions, it is shown that these tests have limiting non-central chi-square distributions with c-1 d.f. The asymptotic relative efficiencies in the Pitman sense of these tests relative to one another and the F test, are obtained and are shown to be the same as for the two-sample problem. Author