Association Journal of CSIAM
Supervised by Ministry of Education of PRC
Sponsored by Xi'an Jiaotong University
ISSN 1005-3085  CN 61-1269/O1

Chinese Journal of Engineering Mathematics ›› 2021, Vol. 38 ›› Issue (5): 740-750.doi: 10.3969/j.issn.1005-3085.2021.05.013

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Likelihood Ratio Tests for Homogeneity of Multiple Populations in a Parametric Family

QIN Yongsong,   HUANG Meiqing   

  1. Department of Statistics, Guangxi Normal University, Guilin 541004
  • Online:2021-10-15 Published:2021-12-15
  • Supported by:
    The National Natural Science Foundation of China (12061017); the Innovation Project of Graduate Education in Guangxi Autonomous Region (YCSW2021073).

Abstract:

The test for the homogeneity of several populations is a common issue in many application fields. The well-known results related to this issue include the analysis of variance (ANOVA) for normal populations and the Kruskal Wallis Test (KWT) for nonparametric populations, but there is no general result on the test for the homogeneity of parametric populations. In this paper, the likelihood ratio test (LRT) statistic is constructed to test for the homogeneity of several populations which are the members of a parametric family. It is shown that under some regularity conditions and the null hypothesis all distribution functions of the populations are the same, and the limiting distribution of the LRT statistic  is chi-squared distribution. This result fills in a gap between ANOVA for normal populations and KWT for nonparametric populations.

Key words: parametric family, test of homogeneity, likelihood ratio test

CLC Number: