2026-06-29T07:50:35Zhttps://docta.ucm.es/rest/oai/requestoai:docta.ucm.es:20.500.14352/502712023-08-26T01:48:51Zcom_20.500.14352_14col_20.500.14352_15
On testing homogeneity of variances for nonnormal models using entropy
Gupta, Arjun K.
Harrar, Solomon W.
Pardo Llorente, Leandro
519.2
sample variance
cumulants
edgeworth expansion
characteristic function
chi-square distibution
entropy
bartletts test
asymptotic-expansion
null distribution
critical-values
sample entropy
diversity
Estadística matemática (Matemáticas)
1209 Estadística
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.
Depto. de Estadística e Investigación Operativa
Fac. de Ciencias Matemáticas
TRUE
pub
2023-06-20T09:44:09Z
2023-06-20T09:44:09Z
2007
journal article
https://hdl.handle.net/20.500.14352/50271
1618-2510
10.1007/s10260-007-0055-7
eng
restricted access
application/pdf
Springer