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Bartlett's, Cochran's, and Hartley's Tests on Variances are Liberal When the Underlying Distribution is Long-Tailed

 

作者: Louis-Paul Rivest,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1986）
卷期: Volume 81, issue 393  

页码: 124-128

 

ISSN:0162-1459

 

年代: 1986

 

DOI:10.1080/01621459.1986.10478248

 

出版商: Taylor & Francis Group

 

关键词: Majorization;Normal mixture;Schur convexity;Star-shaped ordering;X2distribution

 

数据来源: Taylor

 

摘要:

For samples of equal size, thepvalues of Bartlett's, Cochran's, and Hartley's tests for the equality of several variances, obtained under the normality assumption, are shown to underestimate the truepvalues when the parent distribution is a normal or aX21scale mixture or when there is within-sample dependence. The proof uses elements of majorization theory. When the sample sizes are not equal, a partial extension is obtained for the two-sample case.

 

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