A new generalized p-value approach for testing the homogeneity of variances

Xuhua Liu and Xingzhong Xu

Statistics & Probability Letters, 2010, vol. 80, issue 19-20, 1486-1491

Abstract: For the problem of homogeneity of variances, a new generalized test variable is given and the generalized p-value based on the test variable is derived. The proposed generalized p-value is proved to have exact frequency property, and it is also invariant under the group of scale transformation.

Keywords: Generalized; p-value; Homogeneity; of; variances; Exact; frequency; property (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167-7152(10)00160-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:80:y:2010:i:19-20:p:1486-1491

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().