Exact and Approximate Critical Values for the ψₛ Test Statistic for Dispersion

Document Type : Original Article

Author

Dep. of Statistics, Faculty of Economics,Cairo University, Egypt

Abstract

In this paper we produce a table of critical values of the ψₛ test statistic proposed and studied by the author in a previous paper. The ψₛ test is a distribution-free test for comparing the dispersions in the two sample situation. The normal approximation of the ψₛ distribution and two other approximating methods are also discussed in order to find a good approximation which may be used when the sample sizes fall outside the scope of our present table. Our investigations indicate that the normal approximation is preferred in certain given cases, while the second of the other two methods is favoured in other cases.

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