March 2014
Intermediate to advanced
306 pages
5h 47m
English
Content preview from Statistical Hypothesis Testing with SAS and R
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Chapter 9
Tests on scale difference
In this chapter we present nonparametric tests for the scale parameter. Actually, it is tested if two samples come from the same population where alternatives are characterized by differences in dispersion. These tests are called tests on the scale, spread or dispersion. The most famous one is the Siegel–Tukey test (Test 9.1.1). The introduced tests can be employed if the samples are not normally distributed, but the equality of median assumption is crucial.
9.1 Two-sample tests
9.1.1 Siegel–Tukey test
| Description: | Tests if the scale (variance) of two independent populations is the same. |
| Assumptions: |
|
and 
are independently drawn from the two populations, 
.
and 
are independent with continuous distribution functions 
and , scale parameters and median . It holds that .Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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