Power of the F-Test for Nonnormal Distributions and Unequal Error Variances

Theodore S. Donaldson

ResearchPublished 1966

An empirical investigation of the power of the F-test when the underlying distribution is nonnormal and the within-cell variances are not homogeneous. It is shown that even for small samples the analysis-of-variance F-test is valid, although the usual assumptions of normal distribution and homogeneous error variances are seriously violated. The test is shown to be valid for both Type I and Type II error. An analysis of the correlation between the numerator and denominator of the null hypothesis F-ratio demonstrates that the distribution of F is little affected by the shape of the underlying distribution.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1966
  • Print Format: Paperback
  • Paperback Pages: 67
  • Paperback Price: $25.00
  • Document Number: RM-5072-PR

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RAND Style Manual
Donaldson, Theodore S., Power of the F-Test for Nonnormal Distributions and Unequal Error Variances, RAND Corporation, RM-5072-PR, 1966. As of September 12, 2024: https://www.rand.org/pubs/research_memoranda/RM5072.html
Chicago Manual of Style
Donaldson, Theodore S., Power of the F-Test for Nonnormal Distributions and Unequal Error Variances. Santa Monica, CA: RAND Corporation, 1966. https://www.rand.org/pubs/research_memoranda/RM5072.html. Also available in print form.
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