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Biometrika 1982 69(2):484-485; doi:10.1093/biomet/69.2.484
© 1982 by Biometrika Trust
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MISCELLANEA

A nearly distribution-free test for comparing dispersion in paired samples

LEIV SANDVIK CIBA-GEIGY1 and BIRGITTA OLSSON2

1CIBA-GEIGY Pharma A/S Strömmen, Norway
2Nyegaard & Co. Oslo, Norway

A test for comparing dispersion in paired samples is proposed. The small-sample properties of this test, and of a test due to Pitman, are investigated by Monte Carlo methods. The simulations indicate that the proposed test is nearly distribution-free, that the Pitman test is sensitive to deviations from normality, and that the efficiency of the proposed test relative to the Pitman test is approximately 0.65 under normality conditions.

Key Words: Dispersion • Efficiency • Paired samples • Robustness


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