A Comparison of Efficiency for Homogeneity of Variance Tests under Log-normal Distribution
Keywords:Homogeneity of variance test, Log-normal distribution, Type I error, Power of the test
In this paper, we compare five homogeneity of variance tests which are Bartlett’s test, Levene’s test, Cochran’s test, O’Brien’s test and Jackknife test. Considering their ability to control probability of type I error and the power of the test, when groups of population are distributed in log-normal distribution. The equal sample sizes are defined as 10, 15, 30 and 50 at the significance is 0.05. The results show that the Levene’s test become the best test for the high skewed distribution. For the lowed skew distribution, the Cochran’s test is the best test when a variance of group is different to the others. Moreover, Bartlett’s test provides the highest power when variances of all populations are different.
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