Some Tests and Comparisons for Homogeneity of Variances

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Öztürk N. N., Gamgam H., Altunkaynak B.

5 th INTERNATIONAL RESEARCHERS, STATISTICIANS AND YOUNG STATISTICIANS CONGRESS, Aydın, Türkiye, 18 - 20 Ekim 2019, ss.381-388

  • Yayın Türü: Bildiri / Tam Metin Bildiri
  • Basıldığı Şehir: Aydın
  • Basıldığı Ülke: Türkiye
  • Sayfa Sayıları: ss.381-388
  • Erzincan Binali Yıldırım Üniversitesi Adresli: Hayır

Özet

The equality of variances is one of the basic assumptions of classical variance analysis. There are many test statistics known in the literature to determine whether this assumption is met or not. The aim of this study is to introduce the Bartlett (B), Hartley (H), Levene (L), Fligner-Killeen (FK) and Bootstrap (FRMD) tests for testing the homogeneity hypothesis of variances and compare these tests. Using Monte Carlo simulation method, these tests were compared in terms of type I error rate and power under various scenarios. With these comparisons, it was aimed to determine the test suitable for testing the homogeneity hypothesis of variances in both normal distribution and some nonnormal distributions.