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Activity Number: 548
Type: Contributed
Date/Time: Wednesday, August 7, 2013 : 10:30 AM to 12:20 PM
Sponsor: Section on Nonparametric Statistics
Abstract - #310134
Title: Comparing Scale Using Medians and Permutation Tests
Author(s): Scott Richter*+ and Melinda McCann
Companies: The University of North Carolina At Greensboro and Oklahoma State University
Keywords: comparing scale ; multiple testing ; permutation test ; resampling ; median
Abstract:

The O'Brien modification to Levene's test has been found in recent studies to be robust and have superior power to many competitors for comparing scale, especially for approximately normal and other light-tailed distributions. In order to improve the robustness and power of the O'Brien test for heavy-tailed distributions, an alternative version of O'Brien's test is proposed, employing the sample median in place of the sample mean, and using the permutation distribution of the statistic to derive the p-value of the test. The test is extended to the case of simultaneous multiple pairwise comparison of scale for three or more distributions.


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