Currently, the most commonly used test of a single variance is the chi-square test when the population is normal. However it is quite sensitive to departures from normality.
Edgeworth expansion is used to derive the new test statistic.
A Monte Carlo study investigates the properties of the new procedure for a variety of distributions. It is shown that the new test yields controlled type I error rates as well as good power performances when the sample size is moderate or large. Back to Colloquium Series 197 total hits since Tuesday March 14. 0 hits today.