Metrika ( IF 0.9 ) Pub Date : 2021-03-29 , DOI: 10.1007/s00184-021-00813-6 Yongli Sang
A nonparametric test for equality of K variances has been proposed by developing the jackknife empirical likelihood ratio. The standard limiting Chi-squared distribution with degrees freedom of \(K-1\) for the test statistic is established, and is used to determine the type I error rate and the power of the test. Simulation studies have been conducted to show that the proposed method is competitive to the current existing methods, Levene’s test and Fligner-Killeen’s test, in terms of power and robustness. The proposed method has been illustrated in an application on a real data set.
中文翻译:
测试K方差同质性的折刀经验似然法
通过发展折刀经验似然比,提出了K方差相等性的非参数检验。建立测试统计量的自由度为\(K-1 \)的标准极限卡方分布,并用于确定I类错误率和测试功效。仿真研究表明,该方法在功率和鲁棒性方面与当前的现有方法(Levene检验和Fligner-Killeen检验)相比具有竞争力。所提出的方法已在实际数据集的应用程序中进行了说明。