A Comparison of Power of the Test of Homogeneity of Variances

Tidarat Phanomsophon, Apinya Hirunwong, Boonorm Chomtee

Abstract


The objective of this research is to compare power of the test of homogeneity of variances of 3, 4 and 5 populations by Levene’s test (W) Brown-Forsythe’s test (BF) and Bhandary and Dai’s test (BD). The methods are compared by considering the ability to control the probability of type I error and power of the test. The studied use simulated normal distribution data in small, medium and large size . The results show that Bhandary and Dai’s test can control probability of type I error for all cases and It has highest power of the test.

 

Keywords :  homogeneity of variances, Levene’s test, Brown-Forsythe’s test, Bhandary and Dai’s test


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References


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