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A Note on an Unbiased Test of Homogeneity of Variances
Author(s) -
Samiuddin M.
Publication year - 1982
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1982.tb00826.x
Subject(s) - homogeneity (statistics) , f test of equality of variances , levene's test , mathematics , statistics , econometrics , statistical hypothesis testing , test statistic
Summary A necessary and sufficient condition for unbiasedness of the test of homogeneity of variances in normal samples is derived in a convenient form. In the case of two samples, it is shown that Bartlett's test is the only unbiased test of homogeneity of variances. A simple alternative proof of the unbiasedness of Bartlett's test in the general case is also provided.