A TEST BASED ON THE COMPUTATIONAL APPROACH FOR EQUALITY OF MEANS UNDER THE UNEQUAL VARIANCE ASSUMPTION

Esra Yiğit GÖKPINAR; fikri GÖKPINAR

Article Details

A TEST BASED ON THE COMPUTATIONAL APPROACH FOR EQUALITY OF MEANS UNDER THE UNEQUAL VARIANCE ASSUMPTION

Authors:

Esra Yiğit GÖKPINAR | fikri GÖKPINAR

Publisher:

Hacettepe University

Main Topics:

Analysis

Journal:

Hacettepe Journal of Mathematics and Statistics 2012 Vol.41 Issue 4, pp.605-613

Document Type:

Article

Publication Date:

3/2012

Document Language:

English

Document ID (Org No.):

2000453544

Frequency:

Bimonthly

eISSN:

2651-477X

pISSN:

2651-477X

Abstract:

 

The classical F-test to compare several populations means depends on the assumption of homogeneity of variances of the population and on normality. When these assumptions - especially the equality of variance - is dropped, the classical F-test fails to reject the null hypothesis even if the data actually provide strong evidence for it. This can be considered a serious problem in some applications especially when the sample sizes are not large. To deal with this problem, a number of tests are available in the literature. Recently Pal, Lim and Ling (A computationalapproach to statistical inferences, J. Appl. Probab. Stat. 2 (1), 13–35, 2007) developed a computational technique, called the Computational Approach Test (CAT), which looks similar to a parametric bootstrap for hypothesis testing. Chang and Pal (A revisit to the Behren-Fisher Problem: Comparison of five test methods, Communications in Statistics - Simulation and Computation 37 (6), 1064–1085, 2008) applied CAT to test the equality of two population means when the variances are unknown and arbitrary. In this study we apply a developed CATto test the equality of k population means when the variances are unequal. Also the Brown-Forsythe, Weerahandi’s Generalized F, Parametric Bootstrap and Welch tests are recalled and a simulation study performed to compare these tests according to type one errors and powers in different combinations of parameters and various sample sizes.

Article Details

A TEST BASED ON THE COMPUTATIONAL APPROACH FOR EQUALITY OF MEANS UNDER THE UNEQUAL VARIANCE ASSUMPTION

Authors: Esra Yiğit GÖKPINAR | fikri GÖKPINAR

Publisher: Hacettepe University

Main Topics: Analysis

Journal: Hacettepe Journal of Mathematics and Statistics 2012 Vol.41 Issue 4, pp.605-613

Document Type: Article

Publication Date: 3/2012

Document Language: English

Document ID (Org No.): 2000453544

Frequency: Bimonthly

eISSN: 2651-477X

pISSN: 2651-477X

Issues

Authors:

Esra Yiğit GÖKPINAR | fikri GÖKPINAR

Publisher:

Hacettepe University

Main Topics:

Analysis

Journal:

Hacettepe Journal of Mathematics and Statistics 2012 Vol.41 Issue 4, pp.605-613

Document Type:

Article

Publication Date:

3/2012

Document Language:

English

Document ID (Org No.):

2000453544

Frequency:

Bimonthly

eISSN:

2651-477X

pISSN:

2651-477X