Jackknife empirical likelihood method for testing the equality of two variances

Ying-Ju Chen, Wei Ning and Arjun K. Gupta

Journal of Applied Statistics, 2015, vol. 42, issue 1, 144-160

Abstract: In this paper, we propose a nonparametric method based on jackknife empirical likelihood ratio to test the equality of two variances. The asymptotic distribution of the test statistic has been shown to follow χ-super-2 distribution with the degree of freedom 1. Simulations have been conducted to show the type I error and the power compared to Levene's test and F test under different distribution settings. The proposed method has been applied to a real data set to illustrate the testing procedure.

Date: 2015
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DOI: 10.1080/02664763.2014.938225

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