Title
Interval Estimation for the Difference of Two Independent Variances
Abstract
Analytical methods for interval estimation of differences between variances have not been described. A simple analytical method is given for interval estimation of the difference between variances of two independent samples. It is shown, using simulations, that confidence intervals generated with this method have close to nominal coverage even when sample sizes are small and unequal and observations are highly skewed and leptokurtic, provided the difference in variances is not very large. The method is also adapted for testing the hypothesis of no difference between variances. The test is robust but slightly less powerful than Bonett's test with small samples.
Year
DOI
Venue
2011
10.1080/03610918.2011.552824
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Keywords
DocType
Volume
Difference in variances,F-test,Homoscedasticity,Heterogeneity of variances,Kurtosis,Levene's test
Journal
40
Issue
ISSN
Citations 
5
0361-0918
0
PageRank 
References 
Authors
0.34
0
4
Name
Order
Citations
PageRank
Robert D. Herbert1101.31
Andrew Hayen250.85
Petra Macaskill300.34
Stephen D Walter4174.11