A Study of Methods for Comparing Several Variances

Abstract

A variety of statistics are available for testing the homoscedasticity of several populations. In this article a number of these statistics are compared for power and for stability of error rates. Bartlett's statistic is seen to be very powerful in all the experimental cases considered here. Under a condition of non-normality the only statistic to maintain stable error rates is the one using the logarithmic transformation with the analysis of variance.