SIMULTANEOUS TESTS FOR THE EQUALITY OF VARIANCES AGAINST CERTAIN ALTERNATIVES
AEROSPACE RESEARCH LABS WRIGHT-PATTERSON AFB OH
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In many situations, the experimenter is interested in testing which of the variances differ significantly from others when the overall hypothesis of equality of variances is rejected. The simultaneous test procedures play an important role in these situations. Hartley considered the problem of pairwise comparisons of variances simultaneously. Gnanadesikan considered the problem of comparing several variances simultaneously against a standard one. In the present paper, test procedures are proposed for comparing each variance simultaneously against the next one by using the union-intersection principle of Roy.
- Statistics and Probability