A new generalized p-value for ANOVA under heteroscedasticity

For the problem of comparing the means of k populations with unequal population variances, a new generalized test variable is defined and the generalized p-value based on this generalized test variable is given. It is shown that the proposed generalized p-value is invariant under the group of scale transformations. Numerical results show that the proposed generalized p-value test performs better than a generalized F-test.

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Year of publication:	2008
Authors:	Xu, Li-Wen ; Wang, Song-Gui
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 78.2008, 8, p. 963-969
Publisher:	Elsevier

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

Persistent link: https://www.econbiz.de/10005223342