On the properties and application of tests for homogeneity of variances in the problems of metrology and control

Abstract

Distributions of test statistics of classical tests for homogeneity of variance (Neyman–Pearson, O’Brien, Link, Newman, Bliss–Cochran–Tukey, Cadwell–Leslie–Brown, Overall–Woodward Z-variance and modified Overall– Woodward Z-variance tests) are investigated including a case when the standard assumption of the normality is violated. The comparative analysis of power of the classical tests is carried out. Method of application of the tests of violation of the standard assumption that provides an interactive simulation of distributions of the test statistics is proposed and tested.