Abstract
. A nonparametric test is proposed for the two-sample variance equality problem based on the fact that the covariance of U = X + Y and W = X − Y is zero when X and Y have equal variances. It is shown that the test statistic has an asymptotic standard normal distribution, which is useful for obtaining critical values for moderate sample sizes. The results of a Monte Carlo simulation experiment conducted in order to study the power properties of the test are presented.
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