A note on determining the p-value of Bartlett's test of homogeneity of variances

J. Wu; A. C.M. Wong

doi:10.1081/STA-120017801

A note on determining the p-value of Bartlett's test of homogeneity of variances

J. Wu
, A. C.M. Wong

Internal Medicine

Producción científica: Article › revisión exhaustiva

15 Citas (Scopus)

Resumen

Bartlett's test for homogeneity of variances is rather nonrobust. However, when it is applicable, it is more powerful than various other tests. Dyer and Keating (1980) tabulate the exact critical values for Bartlett's test based on equal sample sizes from several normal populations. Moreover, they use these values to obtain highly accurate approximations to the critical values for unequal sample sizes. In this note, a simple and accurate method is proposed to obtain the p-value for Bartlett's test. Theoretically, the proposed method has third order accuracy. Numerical examples illustrate that it is extremely accurate even for very small sample sizes and a large number of populations. Furthermore, the proposed method can easily be implemented with standard statistical softwares.

Idioma original	English
Páginas (desde-hasta)	91-101
Número de páginas	11
Publicación	Communications in Statistics - Theory and Methods
Volumen	32
N.º	1
DOI	https://doi.org/10.1081/STA-120017801
Estado	Published - ene 2003

Nota bibliográfica

Funding Information:
The first author’s research was supported in part by Cancer Center Support Grant CA 21765 and American Lebanese Syrian Associated Charities (ALSAC).The second author’s reasearch was supported in part by National Science and Engineering Research Council of Canada. The authors would also like to thank the referrees, and the associate editor for their insightful recommendations that greatly improved this article.

Financiación

The first author’s research was supported in part by Cancer Center Support Grant CA 21765 and American Lebanese Syrian Associated Charities (ALSAC).The second author’s reasearch was supported in part by National Science and Engineering Research Council of Canada. The authors would also like to thank the referrees, and the associate editor for their insightful recommendations that greatly improved this article.

Financiadores
National Science and Engineering Research Council of Canada
American Lebanese Syrian Associated Charities

ASJC Scopus subject areas

Statistics and Probability

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10.1081/STA-120017801

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abstract = "Bartlett's test for homogeneity of variances is rather nonrobust. However, when it is applicable, it is more powerful than various other tests. Dyer and Keating (1980) tabulate the exact critical values for Bartlett's test based on equal sample sizes from several normal populations. Moreover, they use these values to obtain highly accurate approximations to the critical values for unequal sample sizes. In this note, a simple and accurate method is proposed to obtain the p-value for Bartlett's test. Theoretically, the proposed method has third order accuracy. Numerical examples illustrate that it is extremely accurate even for very small sample sizes and a large number of populations. Furthermore, the proposed method can easily be implemented with standard statistical softwares.",

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KW - Homogeneity of variances

KW - Saddlepoint approximation

KW - p-Value

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JO - Communications in Statistics - Theory and Methods

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A note on determining the p-value of Bartlett's test of homogeneity of variances

Resumen

Nota bibliográfica

Financiación

ASJC Scopus subject areas

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