Statistical Inference for a Ratio of Dispersions Using Paired Samples

Douglas G. Bonett and Edith Seier

Journal of Educational and Behavioral Statistics, 2003, vol. 28, issue 1, 21-30

Abstract: Wilcox (1990) examined the Type I and Type II error rates for several robust tests of H 0 : σ 1 2 /σ 2 2 = 1 in paired-data designs and concluded that a satisfactory solution does not yet exist. A confidence interval for a ratio of correlated mean absolute deviations is derived and performs well in small sample sizes across realistically nonnormal distributions. When used to test a hypothesis, the proposed confidence interval is almost as powerful as the most powerful test examined by Wilcox.

Keywords: Box-Scheffé test; directional two-sided hypothesis; finite-interval hypothesis; matched-pairs designs; mean absolute deviation from median; Morgan-Pitman test; repeated measures designs; variability; within-subjects designs (search for similar items in EconPapers)
Date: 2003
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Persistent link: https://EconPapers.repec.org/RePEc:sae:jedbes:v:28:y:2003:i:1:p:21-30

DOI: 10.3102/10769986028001021

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