Use of Beta-Polynomial Approximations for Variance Homogeneity Test and a Mixture of Beta Variates

- Journal title : Communications for Statistical Applications and Methods
- Volume 16, Issue 2, 2009, pp.389-396
- Publisher : The Korean Statistical Society
- DOI : 10.5351/CKSS.2009.16.2.389

Title & Authors

Use of Beta-Polynomial Approximations for Variance Homogeneity Test and a Mixture of Beta Variates

Ha, Hyung-Tae; Kim, Chung-Ah;

Ha, Hyung-Tae; Kim, Chung-Ah;

Abstract

Approximations for the null distribution of a test statistic arising in multivariate analysis to test homogeneity of variances and a mixture of two beta distributions by making use of a product of beta baseline density function and a polynomial adjustment, so called beta-polynomial density approximant, are discussed. Explicit representations of density and distribution approximants of interest in each case can easily be obtained. Beta-polynomial density approximants produce good approximation over the entire range of the test statistic and also accommodate even the bimodal distribution using an artificial example of a mixture of two beta distributions.

Keywords

Test statistic;p-values;density approximation;variance equality;moments;mixture of distributions;bimodality;

Language

English

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