AN ALTERNATIVE TO AN F-TEST ON VARIANCES.
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
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The usual F-test on variances has been shown to be non-robust when the underlying populations are not normally distributed. An alternative test for equality of variances is developed and compared with the F-test by means of sampling experiments. This alternative test is shown to be less seriously affected by non-normal populations than is the F-test and a brief comparison of this alternative test and a modified F-test developed earlier is given. Author
- Statistics and Probability