Robustness of the F -Test to Errors of Both Kinds and the Correlation Between the Numerator and Denominator of the F -Ratio
In this study of robustness the insensitivity of the F-test between means to its underlying assumptions (normally distributed populations with equal variances) is investigated. Using two nonnormal distributions (exponential and lognormal), it is found that the test is fairly insensitive for moderate and equal sample size (n = 32) when the variances are equal. Further, for small samples (n < 32), the test is conservative with respect to Type I error. It is also conservative…