Boos, Dennis D.; Brownie, Cavell (1989, ASQC and the American Statistical Association) North Carolina State University, Raleigh, NC
This article describes the use of bootstrap methods for the problem of testing homogeneity of variances when means are not assumed equal or known. The methods are new in this context and allow the use of normal-theory test statistics without the normality assumption that is crucial for validity of critical values obtained from the F distribution. Both asymptotic analysis and Monte Carlo sampling show that the new resampling procedures compare favorably with older methods in terms of test validity and power.
Statistical tests,Statistical methods,Sampling plans,Scale parameter,Taguchi method