A new generalized p-value for ANOVA under heteroscedasticity

Li-Wen Xu and Song-Gui Wang

Statistics & Probability Letters, 2008, vol. 78, issue 8, 963-969

Abstract: 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.

Date: 2008
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