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UBC Theses and Dissertations
Robust tests on the equality of variances Lai, Man-Po
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.
Item Metadata
| Title |
Robust tests on the equality of variances
|
| Creator | |
| Publisher |
University of British Columbia
|
| Date Issued |
1997
|
| Description |
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.
|
| Extent |
1953671 bytes
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| Genre | |
| Type | |
| File Format |
application/pdf
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| Language |
eng
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| Date Available |
2009-03-25
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| Provider |
Vancouver : University of British Columbia Library
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| Rights |
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.
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| DOI |
10.14288/1.0088196
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| URI | |
| Degree | |
| Program | |
| Affiliation | |
| Degree Grantor |
University of British Columbia
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| Graduation Date |
1997-11
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| Campus | |
| Scholarly Level |
Graduate
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| Aggregated Source Repository |
DSpace
|
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Rights
For non-commercial purposes only, such as research, private study and education. Additional conditions apply, see Terms of Use https://open.library.ubc.ca/terms_of_use.