On testing homogeneity of variances for nonnormal models using entropy

Arjun K. Gupta, Solomon W. Harrar, Leandro Pardo

Research output: Contribution to journalArticlepeer-review

5 Scopus citations


This paper deals with testing equality of variances of observations in the different treatment groups assuming treatment effects are fixed. We study the distribution of a test statistic which is known to perform comparably well with other statistics for the same purpose under normality. The statistic we consider is based on Shannon's entropy for a distribution function. We will derive the asymptotic expansion for the distribution of the test statistic based on Shannon's entropy under nonnormality and numerically examine its performance in comparison with the modified likelihood ratio criteria for normal and some nonnormal populations.

Original languageEnglish
Pages (from-to)245-261
Number of pages17
JournalStatistical Methods and Applications
Issue number2
StatePublished - Aug 2007


  • Characteristic function
  • Chi-square distibution
  • Cumulants
  • Edgeworth expansion
  • Entropy
  • Sample variance

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty


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