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Testing for equality of variance of correlated normal variables
Author(s) -
Hawkins DouglasM.
Publication year - 1981
Publication title -
statistica neerlandica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.52
H-Index - 39
eISSN - 1467-9574
pISSN - 0039-0402
DOI - 10.1111/j.1467-9574.1981.tb00709.x
Subject(s) - mathematics , statistics , bivariate analysis , variance (accounting) , f test of equality of variances , statistic , extension (predicate logic) , likelihood ratio test , test statistic , multivariate normal distribution , correlation , multivariate statistics , statistical hypothesis testing , computer science , geometry , business , programming language , accounting
Summary A standard test exists for whether bivariate normal data of arbitrary correlation have equal variances. An extension of this model is useful to test whether two measuring instruments, with which repeated measurements have been made on each of n units, have equal error variance. It is shown that one or two simple F ‐distributed statistics yield performance comparable with that of the generalized likelihood ratio statistic.