Skip to main content
Erschienen in: Measurement Techniques 5/2017

18.08.2017

Application and Power of Parametric Criteria for Testing the Homogeneity of Variances. Part IV

verfasst von: B. Yu. Lemeshko, T. S. Sataeva

Erschienen in: Measurement Techniques | Ausgabe 5/2017

Einloggen

Aktivieren Sie unsere intelligente Suche, um passende Fachinhalte oder Patente zu finden.

search-config
loading …

Abstract

The application of parametric criteria for testing the homogeneity of variances (Bartlett, Cochran, Fisher, Hartley, Levene, Neyman–Pearson, O’Brien, Link, Newman, Bliss–Cochran–Tukey, Cadwell–Leslie–Brown, the Overall–Woodward Z-test and modified Z-test) is examined, including under conditions such that the standard assumption of normality is violated. A comparative analysis is made of the power of the criteria. The permissible level of significance is estimated for the case in which the distributions of the statistics for the applied tests are unknown.

Sie haben noch keine Lizenz? Dann Informieren Sie sich jetzt über unsere Produkte:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Literatur
1.
Zurück zum Zitat B. Yu. Lemeshko and T. S. Sataeva, “Application and power of parametric criteria for testing the homogeneity of variances, Part 3,” Izmer. Tekhn., No. 1, 8–13 (2017). B. Yu. Lemeshko and T. S. Sataeva, “Application and power of parametric criteria for testing the homogeneity of variances, Part 3,” Izmer. Tekhn., No. 1, 8–13 (2017).
2.
Zurück zum Zitat B. Yu. Lemeshko, S. B. Lemeshko, and A. A. Gorbunova, “Application and power of criteria for testing the homogeneity of variances. Part I. Parametric criteria,” Izmer. Tekhn., No. 3, 10–16 (2010). B. Yu. Lemeshko, S. B. Lemeshko, and A. A. Gorbunova, “Application and power of criteria for testing the homogeneity of variances. Part I. Parametric criteria,” Izmer. Tekhn., No. 3, 10–16 (2010).
3.
Zurück zum Zitat B. Yu. Lemeshko, S. B. Lemeshko, and A. A. Gorbunova, “Application and power of criteria for testing the homogeneity of variances. Part 2. Nonparametric criteria,” Izmer. Tekhn., No. 5, 11–18 (2010). B. Yu. Lemeshko, S. B. Lemeshko, and A. A. Gorbunova, “Application and power of criteria for testing the homogeneity of variances. Part 2. Nonparametric criteria,” Izmer. Tekhn., No. 5, 11–18 (2010).
4.
Zurück zum Zitat A. I. Kobzar’, Applied Mathematical Statistics for Engineers and Scientific Workers, FIZMATLIT, Moscow (2006). A. I. Kobzar’, Applied Mathematical Statistics for Engineers and Scientific Workers, FIZMATLIT, Moscow (2006).
5.
Zurück zum Zitat R. G. O’Brien, “Robust techniques for testing heterogeneity of variance effects in factorial designs,” Psychometrika, 43, No. 3, 327–342 (1978). R. G. O’Brien, “Robust techniques for testing heterogeneity of variance effects in factorial designs,” Psychometrika, 43, No. 3, 327–342 (1978).
6.
Zurück zum Zitat R. F. Link, “The sampling distribution of the ratio of two ranges from independent samples,” Ann. Math. Stat., 21, No. 1, 112–116 (1950).MathSciNetCrossRefMATH R. F. Link, “The sampling distribution of the ratio of two ranges from independent samples,” Ann. Math. Stat., 21, No. 1, 112–116 (1950).MathSciNetCrossRefMATH
7.
Zurück zum Zitat D. Newman, “The distribution of range in samples from a normal population, expressed in terms of an independent estimate of standard deviation,” Biometrika, 31, 20–30 (1939).MathSciNetCrossRefMATH D. Newman, “The distribution of range in samples from a normal population, expressed in terms of an independent estimate of standard deviation,” Biometrika, 31, 20–30 (1939).MathSciNetCrossRefMATH
8.
Zurück zum Zitat C. I. Bliss, W. G. Cochran, and J. W. Tukey, “A rejection criterion based upon the range,” Biometrika, 43, 418–422 (1956).CrossRefMATH C. I. Bliss, W. G. Cochran, and J. W. Tukey, “A rejection criterion based upon the range,” Biometrika, 43, 418–422 (1956).CrossRefMATH
9.
Zurück zum Zitat R. T. Leslie and B. M. Brown, “Use of range in testing heterogeneity of variance,” Biometrika, 53, 221–227 (1966).MathSciNetCrossRef R. T. Leslie and B. M. Brown, “Use of range in testing heterogeneity of variance,” Biometrika, 53, 221–227 (1966).MathSciNetCrossRef
10.
Zurück zum Zitat J. E. Overall and J. A. Woodward, “A simple test for heterogeneity of variance in complex factorial design,” Psychometrica, 39, 311–318 (1974).CrossRefMATH J. E. Overall and J. A. Woodward, “A simple test for heterogeneity of variance in complex factorial design,” Psychometrica, 39, 311–318 (1974).CrossRefMATH
11.
Zurück zum Zitat J. E. Overall and J. A. Woodward, A Robust and Powerful Test for Heterogeneity of Variance, Univ. of Texas Med. Branch Psychometric Lab. (1976). J. E. Overall and J. A. Woodward, A Robust and Powerful Test for Heterogeneity of Variance, Univ. of Texas Med. Branch Psychometric Lab. (1976).
12.
Zurück zum Zitat M. S. Bartlett, “Properties of sufficiency of statistical tests,” Proc. Roy. Soc. A., 160, 268–287 (1937).ADSCrossRefMATH M. S. Bartlett, “Properties of sufficiency of statistical tests,” Proc. Roy. Soc. A., 160, 268–287 (1937).ADSCrossRefMATH
13.
Zurück zum Zitat W. G. Cochran, “The distribution of the largest of a set of estimated variances as a fraction of their total,” Ann. Eugenics, 11, 47–52 (1941).MathSciNetCrossRefMATH W. G. Cochran, “The distribution of the largest of a set of estimated variances as a fraction of their total,” Ann. Eugenics, 11, 47–52 (1941).MathSciNetCrossRefMATH
14.
Zurück zum Zitat L. N. Bol’shev and N. V. Smirnov, Tables of Mathematical Statistics, Nauka, Moscow (1983).MATH L. N. Bol’shev and N. V. Smirnov, Tables of Mathematical Statistics, Nauka, Moscow (1983).MATH
15.
Zurück zum Zitat H. O. Hartley, “The maximum F-ratio as a short-cut test of heterogeneity of variance,” Biometrika, 37, 308–312 (1950).MathSciNetMATH H. O. Hartley, “The maximum F-ratio as a short-cut test of heterogeneity of variance,” Biometrika, 37, 308–312 (1950).MathSciNetMATH
16.
Zurück zum Zitat H. Levene, “Robust tests for equality of variances,” Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling (1960), pp. 278–292. H. Levene, “Robust tests for equality of variances,” Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling (1960), pp. 278–292.
17.
18.
19.
Zurück zum Zitat S. Siegel and J. W. Tukey, “A nonparametric sum of rank procedure for relative spread in unpaired samples,” J. Amer. Stat. Ass., 55, No. 291, 429–445 (1960).MathSciNetCrossRefMATH S. Siegel and J. W. Tukey, “A nonparametric sum of rank procedure for relative spread in unpaired samples,” J. Amer. Stat. Ass., 55, No. 291, 429–445 (1960).MathSciNetCrossRefMATH
21.
Zurück zum Zitat M. A. Fligner and T. J. Killeen, “Distribution-free two-sample tests for scale,” J. Amer. Stat. Ass., 71, No. 353, 210–213 (1976).MathSciNetCrossRefMATH M. A. Fligner and T. J. Killeen, “Distribution-free two-sample tests for scale,” J. Amer. Stat. Ass., 71, No. 353, 210–213 (1976).MathSciNetCrossRefMATH
22.
Zurück zum Zitat B. Yu. Lemeshko, Criteria for Testing the Deviation of a Distribution from Normal. Guidance for Applications, INFRA-M, Moscow (2015), DOI 10.1273/6086. B. Yu. Lemeshko, Criteria for Testing the Deviation of a Distribution from Normal. Guidance for Applications, INFRA-M, Moscow (2015), DOI 10.1273/6086.
23.
Zurück zum Zitat A. A. Gorbunova and B. Yu. Lemeshko, “Application of variance homogeneity tests under violation of normality assumption,” in: Proc. lnt. Workshop Applied Methods of Statistical Analysis. Simulations and Statistical Inference, AMSA’2011, Novosibirsk, Russia, Sept. 20–22, 2011, pp. 28–36. A. A. Gorbunova and B. Yu. Lemeshko, “Application of variance homogeneity tests under violation of normality assumption,” in: Proc. lnt. Workshop Applied Methods of Statistical Analysis. Simulations and Statistical Inference, AMSA’2011, Novosibirsk, Russia, Sept. 20–22, 2011, pp. 28–36.
24.
Zurück zum Zitat B. Yu. Lemeshko, S. B. Lemeshko, and A. P. Rogozhnikov, “Real-time studying of statistic distributions of non-parametric goodness-of-fit tests when testing complex hypotheses,” ibid., pp. 19–27. B. Yu. Lemeshko, S. B. Lemeshko, and A. P. Rogozhnikov, “Real-time studying of statistic distributions of non-parametric goodness-of-fit tests when testing complex hypotheses,” ibid., pp. 19–27.
25.
Zurück zum Zitat B. Yu. Lemeshko, A. A. Gorbunova, S. B. Lemeshko, and A. P. Rogozhnikov, “Application of nonparametric goodness-of-fit tests for composite hypotheses in case of unknown distributions of statistics,” in: Proc. Int. Workshop Applied Methods of Statistical Analysis. Applications in Survival Analysis, Reliability and Quality Control, AMSA’2013, Novosibirsk, Russia, Sept. 25–27, 2013, pp. 8–24. B. Yu. Lemeshko, A. A. Gorbunova, S. B. Lemeshko, and A. P. Rogozhnikov, “Application of nonparametric goodness-of-fit tests for composite hypotheses in case of unknown distributions of statistics,” in: Proc. Int. Workshop Applied Methods of Statistical Analysis. Applications in Survival Analysis, Reliability and Quality Control, AMSA’2013, Novosibirsk, Russia, Sept. 25–27, 2013, pp. 8–24.
26.
Zurück zum Zitat B. Yu. Lemeshko and S. N. Postovalov, Computer Technologies for Data Analysis and Studies of Statistical Behavior: Textbook, NGTU, Novosibirsk (2004).MATH B. Yu. Lemeshko and S. N. Postovalov, Computer Technologies for Data Analysis and Studies of Statistical Behavior: Textbook, NGTU, Novosibirsk (2004).MATH
28.
Zurück zum Zitat B. Yu. Lemeshko, “On the identification of a distribution law for the random component of measurement error,” Metrologiya, No. 7, 8–17 (2004). B. Yu. Lemeshko, “On the identification of a distribution law for the random component of measurement error,” Metrologiya, No. 7, 8–17 (2004).
Metadaten
Titel
Application and Power of Parametric Criteria for Testing the Homogeneity of Variances. Part IV
verfasst von
B. Yu. Lemeshko
T. S. Sataeva
Publikationsdatum
18.08.2017
Verlag
Springer US
Erschienen in
Measurement Techniques / Ausgabe 5/2017
Print ISSN: 0543-1972
Elektronische ISSN: 1573-8906
DOI
https://doi.org/10.1007/s11018-017-1213-4

Weitere Artikel der Ausgabe 5/2017

Measurement Techniques 5/2017 Zur Ausgabe