Accession Number : ADA133922
Title : Some New Results on Grubbs' Estimators.
Descriptive Note : Technical rept.,
Corporate Author : FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
Personal Author(s) : Brindley,Dennis A ; Bradley,Ralph A
PDF Url : ADA133922
Report Date : Jun 1983
Pagination or Media Count : 24
Abstract : Consider a two-way classification with n rows and r columns and the usual model of analysis of variance except that the error components of the model may have heterogeneous variances by columns. When r=3, the joint distributions of the Sj and the Qj are given for the first time in closed form. Two tests proposed by Russell and Bradley are examined when r=3, one for variance homogeneity and the second for one possible disparate variance. A very simple distribution is found for the test statistic of the first test and its non-null distribution is derived also. The distribution of the second test statistic was known to be the central variance-ratio distribution in the null case and now its ration to a parameter of noncentrality is shown to have that same distribution in the non-null case. Extensive simulation studies show that the distribution of the test statistic may be approximated very well by a chi-square distribution.
Descriptors : *Statistical tests, *Statistical distributions, *Estimates, *Analysis of variance, Distribution theory, Chi square test, Nulls(Amplitude), Simulation, Homogeneity, Variations
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE