A confidence interval for the scale parameter based on sukhtmes two-sample statistic
Sukhatme (1957) introduced a statistic which may be used to test the equality of variances in two independent samples from continuous distributions, centered at zero. It has become evident that this statistic cound be used to construct, analytically, a confidence interval for the scale parameter rel...
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Veröffentlicht in: | Communications in statistics. Theory and methods 1976-01, Vol.5 (14), p.1393-1407 |
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Sprache: | eng |
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Zusammenfassung: | Sukhatme (1957) introduced a statistic which may be used to test the equality of variances in two independent samples from continuous distributions, centered at zero. It has become evident that this statistic cound be used to construct, analytically, a confidence interval for the scale parameter relating the two random variables(of.Laubscher (1968) and Noether (1967, pp. 66-69 and 1972)). In view of this additional use of the statistic, and since no tables of critical values exist, we provide such a table which makes the application of the statistic a practical proposition. In addition, a normal approximation is suggested for the use outside the range of Table III and the accuracy of this approximation is investigated. The Sukhatme test applied to sample values reduced by t n e i r medians i s studied in a small simulation exercise. It appears that this test when used in conjunction with the critical values of Sukhatme's statistic, is a very conservative one and that it is probably fairly robust with respect to the underlying population distribution. |
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ISSN: | 0361-0926 1532-415X |
DOI: | 10.1080/03610927608827450 |