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Comparing the variances of two independent groups
Author(s) -
Wilcox Rand R.
Publication year - 2002
Publication title -
british journal of mathematical and statistical psychology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 3.157
H-Index - 51
eISSN - 2044-8317
pISSN - 0007-1102
DOI - 10.1348/000711002159635
Subject(s) - mathematics , statistics , type i and type ii errors , statistic , confidence interval , percentile , permutation (music) , standard deviation , physics , acoustics
Comparing the variances of two independent groups is a classic problem. Methods for comparing alternative measures of dispersion have been derived that perform well in simulations, but all methods for comparing variances have been found to be unsatisfactory in terms of Type I error probabilities or power. Currently, it appears that the most successful method, in terms of controlling the probability of a Type I error, is based on the so‐called mean half‐square successive difference statistic where a bootstrap is used to estimate its standard error, and a calibrated bootstrap is used to control the probability of a Type I error. But the mean half‐square successive difference statistic is not permutation‐invariant, and it is fairly evident that power can be relatively poor. A slight modification of the percentile bootstrap method for computing a 1 — α confidence interval for the difference between the variances is considered that corrects these problems.