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Multiple comparison for checking differences among normal variances

ABSTRACT In this study, we discuss multiple comparisons for checking differences among normal variances. Specifically, we consider the multiple comparison with a control and the all-pairwise multiple comparison. For the multiple comparison with a control we determine the critical value for pairwise comparison satisfying a specified significance level exactly and formulate the power of the test under a specified alternative hypothesis. For the all-pairwise multiple comparison we determine two kinds of conservative critical values for pairwise comparison for a specified significance level and calculate the power of the test by Monte Carlo simulation. Finally, we give some numerical examples regarding critical values and power of the test.