A robust test based on bootstrapping for the two-sample scale problem

Padmanabhan .A.R, and Abdul Rahman Othman, and Teh, Sin Yin (2011) A robust test based on bootstrapping for the two-sample scale problem. Sains Malaysiana, 40 (5). pp. 521-525. ISSN 0126-6039


Official URL: http://www.ukm.my/jsm/


For testing the homogeneity of variances, modifications of well-known tests are known which combine rigorous theory with resampling (bootstrap). We propose versions of these tests, which are computationally simpler (although asymptotically equivalent). The earlier procedures used the smooth bootstrap with two thousand bootstrap replications per sample whereas our proposals use only the classical bootstrap (or percentile method) with just one thousand bootstrap replications per sample, and also required much less computing time. Our proposals cover the Ansari-Bradley-, Mood- and Klotz-tests. We explain their superiority over the existing methodologies available in textbooks and packages

Item Type:Article
Keywords:Ansari-Bradley; Bootstrap; Klotz; Mood; test of scale
Journal:Sains Malaysiana
ID Code:2494
Deposited By: Mr Azam
Deposited On:03 Aug 2011 03:10
Last Modified:14 Dec 2016 06:31

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