A new exact p-value approach for testing variance homogeneity

Juan Wang, Xinmin Li and Hua Liang

Statistical Theory and Related Fields, 2022, vol. 6, issue 1, 81-86

Abstract: To test variance homogeneity, various likelihood-ratio based tests such as the Bartlett's test have been proposed. The null distributions of these tests were generally derived asymptotically or approximately. We re-examine the restrictive maximum likelihood ratio (RELR) statistic, and suggest a Monte Carlo algorithm to compute its exact null distribution, and so its p-value. It is much easier to implement than most existing methods. Simulation studies indicate that the proposed procedure is also superior to its competitors in terms of type I error and powers. We analyse an environmental dataset for an illustration.

Date: 2022
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DOI: 10.1080/24754269.2021.1907519

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