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On cochran's and hartley's tests for homogeneity of variances when observations are autocorrelated

 

作者: David P.T. Chu,   Brajendra C. Sutradhar,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1995)
卷期: Volume 24, issue 2  

页码: 327-347

 

ISSN:0361-0918

 

年代: 1995

 

DOI:10.1080/03610919508813245

 

出版商: Marcel Dekker, Inc.

 

关键词: Correlated data;gamma approximation;effect of autocor-relations on dispersion test;pvalues;upper and lower bounds

 

数据来源: Taylor

 

摘要:

An approximation to the p-values of the standard Cochran's and Hartley's tests for testing the homogeneity of variances is obtained for the case when the observations are autocorrelated. More specifically, the expression for calculating the p-value of Cochran's test for k(≥2) populations is given in terms of a multiple integral, whereas a series form is presented for the case of Hartley'stest. As, in practice, the tests for homogeneity of variances for 2 or 3 populations are often encountered, the closed form expressions for the p-values of these two cases are provided. For Cochran's test, we also provide suitable upper and lower bounds of the p-value for the general case of kpopulations. Numerical discussions are also given.

 

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