About robustness and power of variance homogeneity tests

Abstract

Classical variance homogeneity tests (Fisher's, Bartlett's, Cochran's, Hart- ley's and Levene's tests) and nonparametric tests for dispersion characteristics homogeneity (Ansari-Bradley's, Mood's, Siegel-Tukey's tests) have been consid- ered. Distributions of classical tests statistics have been investigated under vio- lation of assumption that samples belong to the normal law. The comparative analysis of power of classical variance homogeneity tests with power of nonpara- metric tests has been carried out. Tables of percentage points for Cochran's test have been obtained in case of distributions which are di®erent from normal.