Abstract
An exact test procedure based on the generalized variable approach for testing homogeneity of variances of several independent populations belonging to the same location-scale family is proposed. An extensive simulation study within the class of location-scale families reveals the uniformly superior performance of the proposed test over existing popularly used parametric and non-parametric tests, both in terms of the type-I error and power function. In normal populations, [Liu X, Xu X. A new generalized p-value approach for testing the homogeneity of variances. Stat Probab Lett. 2010;80:1486–1491] test designed specifically for normal populations is found equally compatible with the proposed test. The proposed test is found to be robust against moderate deviation from model specification and the location-scale assumption. The proposed test is illustrated with two real life examples.
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