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A new generalized p-value approach for testing the homogeneity of variances

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  • Liu, Xuhua
  • Xu, Xingzhong

Abstract

For the problem of homogeneity of variances, a new generalized test variable is given and the generalized p-value based on the test variable is derived. The proposed generalized p-value is proved to have exact frequency property, and it is also invariant under the group of scale transformation.

Suggested Citation

  • Liu, Xuhua & Xu, Xingzhong, 2010. "A new generalized p-value approach for testing the homogeneity of variances," Statistics & Probability Letters, Elsevier, vol. 80(19-20), pages 1486-1491, October.
    • Handle: RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1486-1491
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    References listed on IDEAS

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    1. Tian, Lili, 2006. "Testing equality of inverse Gaussian means under heterogeneity, based on generalized test variable," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 1156-1162, November.
    2. Lim, Tjen-Sien & Loh, Wei-Yin, 1996. "A comparison of tests of equality of variances," Computational Statistics & Data Analysis, Elsevier, vol. 22(3), pages 287-301, July.
    3. Hannig, Jan & Iyer, Hari & Patterson, Paul, 2006. "Fiducial Generalized Confidence Intervals," Journal of the American Statistical Association, American Statistical Association, vol. 101, pages 254-269, March.
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    Cited by:

    1. Ali Akbar Jafari & Javad Shaabani, 2020. "Comparing scale parameters in several gamma distributions with known shapes," Computational Statistics, Springer, vol. 35(4), pages 1927-1950, December.
    2. Chang, Ming & You, Xuqun & Wen, Muqing, 2012. "Testing the homogeneity of inverse Gaussian scale-like parameters," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1755-1760.

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