Inference for a Variance: How Robust are These Procedures?
jbstatistics jbstatistics
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 Published On Jun 22, 2014

A discussion of the effect of violations of the normality assumption on confidence intervals for a variance. The effects of different violations of the normality assumption are investigated through simulation. The quick summary: These procedures are very sensitive to violations of the normality assumption, and often perform very poorly when the normality assumption is violated.

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