Small-Sample Behavior of Some Multisample Nonparametric Tests for Scale

Abstract

Abstract Several nonparametric and parametric statistics for testing the equality of scale parameters are compared with respect to their power and stability of error rates. When the populations have mass confined to the positive axis, the c-sample analog of the sum of squared ranks test and the Kruskal-Wallis test are found to be very robust and powerful. When the populations are symmetrical, the c-sample analogs of the two-sample Mood and two-sample Ansari-Bradley tests are robust for small samples, and are more powerful than Box's test. Tables of exac probabilities and corresponding critical values of the nonparametric statistics are given for testing the equality of scales for small samples.