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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© 1984 Academy of Agricultural Sciences of the GDR, Research Centre of Animal Production, Dummerstorf-Rostock, DDR 2551 Dummerstorf.
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Nürnberg, G. (1984). Robustness of Two-Sample Tests for Variances. In: Rasch, D., Tiku, M.L. (eds) Robustness of Statistical Methods and Nonparametric Statistics. Theory and Decision Library, vol 1. Springer, Dordrecht. https://doi.org/10.1007/978-94-009-6528-7_19
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DOI: https://doi.org/10.1007/978-94-009-6528-7_19
Publisher Name: Springer, Dordrecht
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