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Statistics and Computing

, Volume 5, Issue 4, pp 289–296 | Cite as

Two permutation tests of equality of variances

  • Rose D. Baker
Papers

Abstract

The F-ratio test for equality of dispersion in two samples is by no means robust, while non-parametric tests either assume a common median, or are not very powerful. Two new permutation tests are presented, which do not suffer from either of these problems. Algorithms for Monte Carlo calculation of P values and confidence intervals are given, and the performance of the tests are studied and compared using Monte Carlo simulations for a range of distributional types. The methods used to speed up Monte Carlo calculations, e.g. stratification, are of wider applicability.

Keywords

Permutation test F-ratio test scale problem Monte Carlo stratification 

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Copyright information

© Chapman & Hall 1995

Authors and Affiliations

  • Rose D. Baker
    • 1
  1. 1.Centre for OR and Applied Statistics, Department of Mathematics and Computer ScienceUniversity of SalfordSalfordUK

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