Article ID Journal Published Year Pages File Type
1152851 Statistics & Probability Letters 2010 6 Pages PDF
Abstract

For the problem of homogeneity of variances, a new generalized test variable is given and the generalized pp-value based on the test variable is derived. The proposed generalized pp-value is proved to have exact frequency property, and it is also invariant under the group of scale transformation.

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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
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A new generalized pp-value approach for testing the homogeneity of variances
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