On Testing the Equality in Dispersion of Two Probability Distributions
基于两个独立随机样本,提出检验两个分布是否仅在位置参数上不同、而一个比另一个更分散的方法,该检验渐近分布自由且一致,并给出了相对于其他检验的渐近相对效率。
Based on independent random samples from two distributions we consider the problem of testing that the distributions are identical except for an unknown location parameter against the alternative that one is less dispersed than the other. The proposed tests are shown to be asymptotically distribution-free and consistent. The asymptotic relative efficiencies with respect to several other tests for some specific alternatives are given.