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Robust tests on the equality of variances

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Title: Robust tests on the equality of variances
Author: Lai, Man-Po
Degree Master of Science - MSc
Program Statistics
Copyright Date: 1997
Abstract: The classic F test for the hypothesis concerning the equality of two population variances is known to be non-robust. When we apply the classical F test to the non-normal samples, the actual size of the test can be different from its nominal level. Therefore, several robust alternatives have been introduced in the literature. In this thesis, I will present some of these alternatives, and illustrate their application with some examples. A new approach will also be introduced. The best feature of this method is that it seems to be able to overcome the adverse effect of outliers. A Monte Carlo study is used to compare the new test with the F test and the other methods. The results of this study are encouraging for the new test.
URI: http://hdl.handle.net/2429/6535
Series/Report no. UBC Retrospective Theses Digitization Project [http://www.library.ubc.ca/archives/retro_theses/]

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