© 1984 by Biometrika Trust
MISCELLANEA |
On testing equality of variances of correlated variates with incomplete data
Rutgers University, Camden New Jersey, U.S.A.
A test due to Bhoj (1979) for testing the hypothesis of equality of the variances with incomplete data is modified so that the approximate formula for finding optimal weights can be obtained. The empirical powers of this test are compared with those of other known statistics. The comparison suggests that the test is to be preferred to Ekbohm's (1982) statistic based on weighted combinations of the available sums of squares.
Key Words: Bivariate normal Equality of variances Incomplete data Linear combination of independent variates