Year
2016
Season
Fall
Paper Type
Master's Thesis
College
College of Arts and Sciences
Degree Name
Master of Science in Mathematical Sciences (MS)
Department
Mathematics & Statistics
NACO controlled Corporate Body
University of North Florida. Department of Mathematics and Statistics
Committee Chairperson
Dr. Ping Sa
Second Advisor
Dr. Pali Sen
Rights Statement
http://rightsstatements.org/vocab/InC/1.0/
Third Advisor
Dr. Elena Buzaianu
Department Chair
Dr. Scott Hochwald
College Dean
Dr. Daniel Moon
Abstract
It is important to be able to compare variances efficiently and accurately regardless of the parent populations. This study proposes a new right tailed test for the ratio of two variances using the Edgeworth’s expansion. To study the Type I error rate and Power performance, simulation was performed on the new test with various combinations of symmetric and skewed distributions. It is found to have more controlled Type I error rates than the existing tests. Additionally, it also has sufficient power. Therefore, the newly derived test provides a good robust alternative to the already existing methods.
Suggested Citation
Lesser, Elizabeth Rochelle, "A New Right Tailed Test of the Ratio of Variances" (2016). UNF Graduate Theses and Dissertations. 719.
https://digitalcommons.unf.edu/etd/719
Included in
Applied Statistics Commons, Other Statistics and Probability Commons, Probability Commons, Statistical Methodology Commons, Statistical Theory Commons
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