Standardized likelihood ratio test for homogeneity of variance of several normal populations

GÖKPINAR E.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, cilt.51, sa.11, ss.6309-6319, 2022 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 51 Sayı: 11
  • Basım Tarihi: 2022
  • Doi Numarası: 10.1080/03610918.2020.1800037
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Academic Search Premier, Applied Science & Technology Source, Business Source Elite, Business Source Premier, CAB Abstracts, Compendex, Computer & Applied Sciences, Veterinary Science Database, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.6309-6319
  • Anahtar Kelimeler: Homogeneity of variance, Likelihood ratio test, Power, simulation, Type I error rates
  • Gazi Üniversitesi Adresli: Evet

Özet

In this study, we propose a standardized likelihood ratio test for homogeneity of variances of several normal populations. We obtain the exact mean and variance of the likelihood ratio test. The proposed test, which does not require intensive simulation, is quite easy to implement especially for researchers. Furthermore, we derive the null distribution of the likelihood ratio test via Monte Carlo simulation. The results of our simulation study reveal clearly that the proposed test performs very well even for small sample sizes and a large number of groups.