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Robustness of Two-Sample Tests for Variances

  • Gerd Nürnberg
Part of the Theory and Decision Library book series (TDLB, volume 1)

Abstract

12 two sample-test for variances are investigated for robustness against violations of the assumed normal distribution by means of simulation. The degree of non-normality is discribed by the parameters skewness (γ1) and kurtosis (γ2). The real risk of first kind α and the power function (at 3 points) of the 12 tests are determined for the sample sizes n = 6, 18, 42 and different pairs of (γ1, γ2)-values.

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Copyright information

© Academy of Agricultural Sciences of the GDR, Research Centre of Animal Production, Dummerstorf-Rostock, DDR 2551 Dummerstorf. 1984

Authors and Affiliations

  • Gerd Nürnberg
    • 1
  1. 1.Academy of Agricultural Sciences of the GDRResearch Centre of Animal Production Dummerstorf-RostockGermany

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