Why do we have the assumption of Equality of Variances in Statistics. (Not Regression)?

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Why do we have the assumption of Equality of Variances in Statistics. (Not Regression)?

In a parametric setting, not talking about regression, why do we have the equality of variance assumption in statistics? What would happen if that assumption were violated?

2007-11-09 06:45:40 · 1 answers · asked by Anonymous in Science & Mathematics ➔ Other - Science

1 answers

icl.pku.edu.cn/member/lisujian/reading/Chapter6.pdf

this site discusses the equivariance principle. I think that is what you are asking about. the text book "Statistical Inference" 2nd edition by George Casella and Roger L. Berger is a great resource too.

2007-11-10 18:22:16 · answer #1 · answered by Merlyn 7 · 0⤊ 0⤋