期刊
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION
卷 81, 期 9, 页码 1121-1130出版社
TAYLOR & FRANCIS LTD
DOI: 10.1080/00949651003724790
关键词
generalized p-value; equality of coefficients of variation; likelihood ratio test; modified Bennett's test; score test
资金
- National Natural Science Foundation of China [10771015]
A new generalized p-value method is proposed for testing the equality of coefficients of variation in k normal populations. Simulation studies show that the type I error probabilities are close to the nominal level. The proposed test is also compared with likelihood ratio test, modified Bennett's test and score test through Monte Carlo simulation, the results demonstrate that the generalized p-value method has satisfactory performance in terms of sizes and powers.
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