Accession Number : AD0716957

Title :   Unbiasedness of Tests for Homogeneity of Variances.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Cohen,Arthur ; Strawderman,William E.

Report Date : 08 DEC 1970

Pagination or Media Count : 15

Abstract : Consider the classical homogeneity of variances model. That is, suppose one has a one way layout, with independent random samples of equal sizes in each column. Assume the samples are from normal populations with unknown means and unknown variances. One wishes to test the hypothesis that all the variances are equal. R. V. Laue (1965) defined a two parameter family of statistics to test the homogeneity hypothesis. The family is defined as a function of the ratio of mean value functions of the sample variances. Included in the family are many of the well known tests for homogeneity. In this paper the authors investigate which of the tests is unbiased. Although the authors are unable to resolve the question for every test in the family, they can demostrate the unbiased character for several subfamilies, which include some of the better known tests. (Author)

Descriptors :   (*ANALYSIS OF VARIANCE, *STATISTICAL TESTS), SAMPLING, PROBABILITY, THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE