
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 twoway 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 nonnull distribution is derived also. The distribution of the second test statistic was known to be the central varianceratio distribution in the null case and now its ration to a parameter of noncentrality is shown to have that same distribution in the nonnull case. Extensive simulation studies show that the distribution of the test statistic may be approximated very well by a chisquare 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