A new exact p-value approach for testing variance homogeneity  

作　　者：Juan Wang Xinmin Li Hua Liang 

机构地区：[1]School of Mathematics and Statistics,Qingdao University,Qingdao,People's Republic of China [2]Department of Statistics,George Washington University,Washington,DC,USA

出　　处：《Statistical Theory and Related Fields》2022年第1期81-86,共6页统计理论及其应用（英文）

基　　金：The research of Li was supported by Grant 11871294 from National Natural Science Foundation of China;Liang’s research was partially supported by NSF grant DMS-1620898.

摘　　要：To test variance homogeneity,various likelihood-ratio based tests such as the Bartlett's test have been proposed.The null distributions of these tests were generally derived asymptotically or approximately.We re-examine the restrictive maximum likelihood ratio(RELR)statistic,and sug-gest a Monte Carlo algorithm to compute its exact null distribution,and so its p-value.It is much easier to implement than most existing methods.Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers.We analyse an environmental dataset for an illustration.

关 键 词：Homogeneity of variances Bartlett’s test restrictive maximum likelihood ratio test type I error rate 

分 类 号：O17[理学—数学]