Abstract
The two-sample scale problem is studied in the case of unequal and unknown location parameters. The method proposed is based on the idea of Moses (1963) and it is distribution-free. The two samples are separated into random subgroups of the same sizek. It is proposed to choosek=4 and to apply the Wilconxon test or the Savage test to the ranges or sample variances of the subgroups.
The asymptotic power functions of the tests are compared. For small and moderate sample sizes simulations are carried out.
Relations to some other procedures, especially to the method of Compagnone and Denker (1996) are briefly discussed.
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Kössler, W. Rank tests in the two-sample scale problem with unequal and unknown locations. Statistical Papers 40, 13–35 (1999). https://doi.org/10.1007/BF02927108
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DOI: https://doi.org/10.1007/BF02927108