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Nonparametric tests for homogeneity of scale against ordered alternatives

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Summary

In this paper the nonparametric several sample scale problem is considered and some tests are proposed for the hypothesis of homogeneity versus ordered alternatives. These tests are based on statistics that are weighted linear combinations of Sugiura (1965,Osaka J. Math.,2, 385–426) type statistics proposed for testing homogeneity of scale against the omnibus alternative. For each class of test statistics suggested, the member with maximum Pitman efficiency is identified. The optimal statistics are compared with their parametric and nonparametric competitors.

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Rao, K.S.M. Nonparametric tests for homogeneity of scale against ordered alternatives. Ann Inst Stat Math 34, 327–334 (1982). https://doi.org/10.1007/BF02481031

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  • DOI: https://doi.org/10.1007/BF02481031

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