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A New Right Tailed Test of the Ratio of Variances

It is important to be able to compare variances efficiently and accurately regardless of the parent populations. This study proposes a new right tailed test for the ratio of two variances using the Edgeworth’s expansion. To study the Type I error rate and Power performance, simulation was performed on the new test with various combinations of symmetric and skewed distributions. It is found to have more controlled Type I error rates than the existing tests. Additionally, it also has sufficient power. Therefore, the newly derived test provides a good robust alternative to the already existing methods.

Identiferoai:union.ndltd.org:unf.edu/oai:digitalcommons.unf.edu:etd-1764
Date01 January 2016
CreatorsLesser, Elizabeth Rochelle
PublisherUNF Digital Commons
Source SetsUniversity of North Florida
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceUNF Theses and Dissertations

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