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A statistical information theory approach to compare the homogeneity of several variances

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Pardo Llorente, Julio Ángel and Pardo Llorente, María del Carmen and Vicente, M.L. and Esteban, M.D. (1997) A statistical information theory approach to compare the homogeneity of several variances. Computational Statistics and Data Analysis, 24 (4). pp. 411-416. ISSN 0167-9473

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Official URL: http://www.sciencedirect.com/science/article/pii/S0167947396000801


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Abstract

On the basis of the informational energy an alternative test of homogeneity of variances in samples from normal populations is developed. In addition, several of the more well-known statistics for performing this type of analysis and the new test proposed here are compared in a Monte Carlo study.


Item Type:Article
Uncontrolled Keywords:Test for homogeneity of variances; Informational energy; Monte Carlo simulation
Subjects:Sciences > Mathematics > Mathematical statistics
ID Code:17765
Deposited On:18 Jan 2013 08:59
Last Modified:12 Dec 2018 16:37

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