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

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.

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Bibliographic Details
Published in:Computational statistics & data analysis 1997-06, Vol.24 (4), p.411-416
Main Authors: Pardo, J.A., Pardo, M.C., Vicente, M.L., Esteban, M.D.
Format: Article
Language:English
Subjects:
Informational energy
Monte Carlo simulation
Test for homogeneity of variances
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Summary: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.
ISSN:0167-9473
1872-7352
DOI:10.1016/S0167-9473(96)00080-1