Standardized Likelihood Ratio Test for Homogeneity of Variance under Normality

GÖKPINAR E.

GAZI UNIVERSITY JOURNAL OF SCIENCE, cilt.30, sa.3, ss.223-235, 2017 (ESCI) identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 30 Sayı: 3
  • Basım Tarihi: 2017
  • Dergi Adı: GAZI UNIVERSITY JOURNAL OF SCIENCE
  • Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), Scopus
  • Sayfa Sayıları: ss.223-235
  • Gazi Üniversitesi Adresli: Evet

Özet

In this article, standardized likelihood ratio test is proposed for the homogeneity of variances under normality. The proposed method was compared with some of the existing methods via Monte Carlo simulation for various parameter combinations, different group sizes and sample sizes in terms of type I error rate and power of test. According to numeric results, the proposed method performs quite well according to its alternatives.