Improving the Brown-Forsythe solution to the generalized Behrens-Fisher problem

Communications in Statistics Part B: Simulation and Computation

Volumn 26, Issue 3, 1997, Pages 1139-1145

  Mehrotra, Devan V ^a  

^a MERCK RESEARCH LABORATORIES   (United States)

Author keywords

ANOVA; Heteroscedasticity; Satterthwaite approximation

Indexed keywords

APPROXIMATION THEORY; COMPUTER SIMULATION; STATISTICS;

BROWN AND FORSYTHE TEST; HETEROSCEDASTICITY; SATTERTHWAITE APPROXIMATION;

STATISTICAL TESTS;

EID: 0031376292     PISSN: 03610918     EISSN: None     Source Type: Journal    
DOI: 10.1080/03610919708813431     Document Type: Article

References (8)

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2. Brown, M. B. and Forsythe, A. B. (1974). The small sample behavior of some statistics which test the equality of several means. Technometrics, 16, 129-132.
3. Horsnell, G. (1953). The effect of unequal group variances on the F-test for the homogeneity of group means. Biometrika, 40, 128-136.
4. Roth, A. J. (1983). Robust trend tests derived and simulated: analogs of the Welch and Brown-Forsythe tests. Journal of the American Statistical Association, 78, 972-980.
5. Satterthwaite, F. E. (1941). Synthesis of variance. Psychometrika, 6, 309-316.
6. Tan, W. Y. (1982). On approximating probability distributions of a statistic of Brown-Forsythe from normal and non-normal universes. Journal of Statistical Computation and Simulation, 16, 35-55.
7. Tan W. Y. and Tabatabai, M. A. (1985). Some robust ANOVA procedures under heteroscedasticity and nonnormality. Communications in Statistics-Simulation and Computation, 14, 1007-1026.
8. Tan W. Y. and Tabatabai, M. A. (1986). A robust procedure for comparing several means under heteroscedasticity and nonnormality. Communications in Statistics-Simulation and Computation, 15, 733-745.