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


GÖKPINAR E.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2020 (SCI İndekslerine Giren Dergi) identifier identifier

  • Cilt numarası:
  • Basım Tarihi: 2020
  • Doi Numarası: 10.1080/03610918.2020.1800037
  • Dergi Adı: COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION

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.