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Activity Number:
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113
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Type:
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Contributed
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Date/Time:
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Monday, August 3, 2009 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #303436 |
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Title:
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Robust Testing of Variability
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Author(s):
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Philip H. Ramsey*+ and Patricia P. Ramsey
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Companies:
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Queens College of CUNY and Fordham University
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Address:
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65-30 Kissena Blvd., Flushing, NY, 11367,
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Keywords:
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non-normal populations ; robust testing ; testing kurtosis
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Abstract:
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A number of robust methods for testing variability have been reported in previous literature. An examination of these procedures for a wide variety of populations confirms their general robustness. Shoemaker's improvement of the F test extends that test use to a realistic variety of population shapes. However, a combination of the Brown-Forsythe and O'Brien methods based on testing kurtosis is shown to be conservative for a wide range of sample sizes and population distributions. The composite test is also shown to be more powerful in most conditions than other conservative procedures.
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