Universidad Complutense de Madrid
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On testing homogeneity of variances for nonnormal models using entropy



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Gupta, Arjun K. y Harrar, Solomon W. y Pardo Llorente, Leandro (2007) On testing homogeneity of variances for nonnormal models using entropy. Statistical methods and applications, 16 (2). pp. 245-261. ISSN 1618-2510

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URL Oficial: http://www.springerlink.com/content/09q57307571j3513/fulltext.pdf

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This paper deals with testing equality of variances of observations in the different treatment groups assuming treatment effects are fixed. We study the distribution of a test statistic which is known to perform comparably well with other statistics for the same purpose under normality. The statistic we consider is based on Shannon's entropy for a distribution function. We will derive the asymptotic expansion for the distribution of the test statistic based on Shannon's entropy under nonnormality and numerically examine its performance in comparison with the modified likelihood ratio criteria for normal and some nonnormal populations.

Tipo de documento:Artículo
Palabras clave:sample variance; cumulants; edgeworth expansion; characteristic function; chi-square distibution; entropy; bartletts test; asymptotic-expansion; null distribution; critical-values; sample entropy; diversity
Materias:Ciencias > Matemáticas > Estadística matemática
Código ID:17624
Depositado:11 Ene 2013 09:37
Última Modificación:25 Jun 2018 07:11

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