The distributions and power of nonparametric tests of the homogeneity of dispersion characteristics (Ansari–Bradley, Mood, Siegel–Tukey, Capon, and Klotz) are studied. A comparative analysis is made of their power relative to the classical tests for the homogeneity of variance (Fisher, Bartlett, Cochran, Hartley, Levene). Tables of percentage points for the Cochran test are given for non-normal distributions.
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Translated from Izmeritel’naya Tekhnika, No. 5, pp. 11–18, May, 2010.
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Lemeshko, B.Y., Lemeshko, S.B. & Gorbunova, A.A. Application and power of criteria for testing the homogeneity of variances. Part II. Nonparametric criteria. Meas Tech 53, 476–486 (2010). https://doi.org/10.1007/s11018-010-9530-x
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DOI: https://doi.org/10.1007/s11018-010-9530-x