A new generalized p-value for ANOVA under heteroscedasticity

作者:Xu Li Wen*; Wang Song Gui
来源:Statistics & Probability Letters, 2008, 78(8): 963-969.
DOI:10.1016/j.spl.2007.09.056

摘要

For the problem of comparing the means of k populations with unequal population variances, a new generalized test variable is defined and the generalized p-value based on this generalized test variable is given. It is shown that the proposed generalized p-value is invariant under the group of scale transformations. Numerical results show that the proposed generalized p-value test performs better than a generalized F-test.