A Nonparametric Two-Sample Wald Test of Equality of Variances.pdfVIP

Hindawi Publishing Corporation Advances in Decision Sciences Volume 2011, Article ID 748580, 8 pages doi:10.1155/2011/748580 Research Article A Nonparametric Two-Sample Wald Test of Equality of Variances David Allingham1 and J. C. W. Rayner2, 3 1 Centre for Computer-Assisted Research Computation and Its Applications, School of Mathematical and Physical Sciences, University of Newcastle, Newcastle, NSW 2308, Australia 2 Centre for Statistical and Survey Methodology, School of Mathematics and Applied Statistics, University of Wollongong, Wollongong, NSW 2522, Australia 3 School of Mathematical and Physical Sciences, University of Newcastle, Newcastle, NSW 2308, Australia Correspondence should be addressed to David Allingham, david.allingham@.au Received 31 August 2011; Accepted 17 December 2011 Academic Editor: YanXia Lin Copyright q 2011 D. Allingham and J. C. W. Rayner. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited. We develop a test for equality of variances given two independent random samples of obser- vations. The test can be expected to perform well when both sample sizes are at least moderate and the sample variances are asymptotically equivalent to the maximum likelihood estimators of the population variances. The test is motivated by and is here assessed for the case when both populations sampled are assumed to be normal. Popular choices of test would be the two- sample F test if normality can be assumed and Levene’s test if this assumption is dubious. Another competitor is the Wald test for the difference in the population variances