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http://dx.doi.org/10.5351/CKSS.2009.16.2.389

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

Ha, Hyung-Tae (Dept. of Applied Statistics, Kyungwon Univ.)
Kim, Chung-Ah (Dept. of Tourism Management, Kyungwon Univ.)
Publication Information
Communications for Statistical Applications and Methods / v.16, no.2, 2009 , pp. 389-396 More about this Journal
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;
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