One-sided and two-sided nonparametric tests for heterogeneity comparisons

Abstract

This work consists of an inferential procedure that allows for a solution to the problem of hypothesis testing, in which the objective is that of comparing the heterogeneity of two populations on the basis of sampling data, i.e. to test the hypothesis that the heterogeneity of one population is greater or not equal than that of another. The simulation study ighlights the good behaviour of the tests, i.e. the proposed tests are well approximated and powerful.