A Note on Determining the p-Value of Bartlett's Test of Homogeneity of Variances

摘要

Bartlett's test for homogeneity of variances is rather nonrobust. However, when it is applicable, it is more powerful than various other tests. Dyer and Keating (1980) tabulate the exact critical values for Bartlett's test based on equal sample sizes from several normal populations. Moreover, they use these values to obtain highly accurate approximations to the critical values for unequal sample sizes. In this note, a simple and accurate method is proposed to obtain the p-value for Bartlett's test. Theoretically, the proposed method has third order accuracy. Numerical examples illustrate that it is extremely accurate even for very small sample sizes and a large number of populations. Furthermore, the proposed method can easily be implemented with standard statistical softwares.