کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
10328116 681570 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A bootstrap test for equality of variances
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A bootstrap test for equality of variances
چکیده انگلیسی
We introduce a bootstrap procedure to test the hypothesis Ho that K+1 variances are homogeneous. The procedure uses a variance-based statistic, and is derived from a normal-theory test for equality of variances. The test equivalently expressed the hypothesis as Ho:η=(η1,…,ηK+1)T=0, where ηi's are log contrasts of the population variances. A box-type acceptance region is constructed to test the hypothesis Ho. Simulation results indicated that our method is generally superior to the Shoemaker and Levene tests, and the bootstrapped version of the Levene test in controlling the Type I and Type II errors.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 54, Issue 10, 1 October 2010, Pages 2306-2316
نویسندگان
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