Abstract: For the two samples scale problem, we have considered the ten existing tests viz. F-test, Mood test, Ansari-Bradley test, Siegel-Tukey test, Lepage type test, Cramer-Von-Mises test, Kamat test, Wald-W test, Wald-R test and Levene test. To study the performance of these tests we generate data from the distributions viz. Normal, Exponential, Double Exponential, Logistic and Cauchy. We have calculated the empirical level under null situations and power under alternative situations taking various combinations of scale parameters and sample sizes using simulation technique. We also simulated critical values for Kamat test, Wald-W test and Wald-R test for some sample sizes. Results are displayed in various tables and graphs. Discussion and conclusion are made on the basis of results obtained.
Keywords: Mood test, Ansari-Bradley test, Siegel-Tukey test, Lepage type Test, Cramer –von Mises test, Kamat test, Wald-W test, Wald-R test, Levene test, Simulation study, Symmetrical and Asymmetrical Distributions.