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

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.

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Year of publication:	2010
Authors:	Liu, Xuhua ; Xu, Xingzhong
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 80.2010, 19-20, p. 1486-1491
Publisher:	Elsevier
Keywords:	Generalized p-value Homogeneity of variances Exact frequency property

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008868797