An Exact Test for the Equality of Variances

Abstract

In the situation in which samples of [image] observations are drawn from each of [kappa] [rho]-variate normal distributions and the covariance matrices determined, it is required to test the hypothesis that variances and covariances of the [kappa] distributions are all equal. Exact tests are given for any number of 1- or 2-variate normal populations and for two 3- or 4-variate populations, where [image] > [rho][kappa]. The moments of the test criterion are given for the general case. The power function of the test is given for the univariate case.