A nonparametric test for homogeneity of variances

J.A. Villase∼nor and E. González-Estrada

Communications in Statistics - Theory and Methods, 2025, vol. 54, issue 2, 646-654

Abstract: A nonparametric test is proposed for the two-sample variance equality problem based on the fact that the covariance of U=X+Y and W=X−Y is zero when X and Y have equal variances. It is shown that the test statistic has an asymptotic standard normal distribution, which is useful for obtaining critical values for moderate sample sizes. The results of a Monte Carlo simulation experiment conducted in order to study the power properties of the test are presented.

Date: 2025
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DOI: 10.1080/03610926.2024.2316274

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