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A test of homogeneity of several variances against tree ordered alternative

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  • Singh, Parminder
  • Gill, Amar Nath
  • Kumar, Narendra

Abstract

A test statistic based on isotonic estimators for testing homogeneity of variances of several normal populations against a simple tree ordered alternative is proposed. Null distribution of the proposed test statistic is derived and the critical constants required for the implementation of the proposed procedure are tabulated. Monte Carlo simulation study revealed that the power of the proposed test procedure, based on isotonic estimators, is greater than the power of a test based on non-isotonic estimators.

Suggested Citation

  • Singh, Parminder & Gill, Amar Nath & Kumar, Narendra, 2009. "A test of homogeneity of several variances against tree ordered alternative," Statistics & Probability Letters, Elsevier, vol. 79(22), pages 2315-2320, November.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:22:p:2315-2320
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    Cited by:

    1. Singh, Parminder & Goyal, Anju & Gill, A.N., 2010. "A note on comparing several variances with a control variance," Statistics & Probability Letters, Elsevier, vol. 80(23-24), pages 1995-2002, December.
    2. Philip Pallmann & Ludwig Hothorn & Gemechis Djira, 2014. "A Levene-type test of homogeneity of variances against ordered alternatives," Computational Statistics, Springer, vol. 29(6), pages 1593-1608, December.

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