Advances and Applications in Statistics
Volume 49, Issue 5, Pages 399 - 408
(November 2016) http://dx.doi.org/10.17654/AS049050399 |
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NONPARAMETRIC TEST FOR ORDERED VARIANCES
Emad-Eldin A. A. Aly
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Abstract: We consider the problem of comparing variances. We propose and study a new nonparametric test for testing the null hypothesis that the populations have the same unknown distribution against the alternative that the variances are ordered. We develop the asymptotic theory of the proposed test. We report the results of Monte Carlo studies conducted to estimate the size and the power of the proposed test. As an illustration we apply the proposed test to a data set. |
Keywords and phrases: nonparametric tests, comparing variances, Wiener processes. |
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