ROBUSTNESS AND POWER OF TESTS FOR A NULL VARIANCE RATIO
成果类型：
Article
署名作者：
WESTFALL, P
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/75.2.207
发表日期：
1988
页码：
207214
关键词：
摘要：
A locally optimal test for a null variance ratio is considered in the context of the one-way random effects model, when normality is assumed. Using an asymptotic design sequence with an increasing number of groups without bounded but unequal sizes, this test has the correct asymptotic level of significance for nonnormal data, property which is not shared by the competing Wald test. Asymptotic power calculations demonstrate that the locally optimal test may be more powerful than the Wald test even in situations where the actual significance level of the Wald test overstates the nominal level.