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Testing for equality of variance of correlated normal variables

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  • DouglasM. Hawkins

Abstract

A standard test exists for whether bivariate normal data of arbitrary correlation have equal variances. An extension of this model is useful to test whether two measuring instruments, with which repeated measurements have been made on each of n units, have equal error variance. It is shown that one or two simple F‐distributed statistics yield performance comparable with that of the generalized likelihood ratio statistic.

Suggested Citation

  • DouglasM. Hawkins, 1981. "Testing for equality of variance of correlated normal variables," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 35(1), pages 39-47, March.
  • Handle: RePEc:bla:stanee:v:35:y:1981:i:1:p:39-47
    DOI: 10.1111/j.1467-9574.1981.tb00709.x
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