SOME TESTS PROCEDURES FOR SCALE DIFFERENCES

Abstract: In this paper we have considered the eleven existing tests for testing the homogeneity of variances in two-sample. The test statistics are - Cucconi, Zhang, Neyman-Pearson, O'Brien, Link, Newman, Bliss-Cochran-Tukey, Cadwell-Leslie-Brown, Overall-Woodward Z-variance, modified Overall-Woodward Z-variance and Chen W tests. Among these tests Chen W test is based on sample spacing. The comparative analysis of power of the tests is carried out for the distributions viz. normal, logistic, Cauchy and double exponential. Results are calculated by using Monte Carlo simulation technique.

Keywords: Cucconi test, Zhang test, Neyman-Pearson test, O'Brien test, Link test, Newman test, Bliss-Cochran-Tukey test, Cadwell-Leslie-Brown test, Overall-Woodward Z-variance test, modified Overall-Woodward Z-variance test and Chen W tests, simulated level and power.