A new generalized p-value approach for testing the homogeneity of variances

作者：Liu, Xuhua^*; Xu, Xingzhong

来源：Statistics & Probability Letters, 2010, 80(19-20): 1486-1491.

DOI：10.1016/j.spl.2010.05.017

• Generalized p-value
• Homogeneity of variances
• Exact frequency property

For the problem of homogeneity of variances, a new generalized test variable is given and the generalized p-value based on the test variable is derived The proposed generalized p-value is proved to have exact frequency property, and it is also invariant under the group of scale transformation.

• 出版日期2010-10-1
• 单位北京理工大学; 中国农业大学