Step-up multiple comparison procedure for comparing several normal variances

The article deals with a step-up multiple comparison procedure for testing the homogeneity of all the subsets of scale parameter of distributions indexed by location and scale parameters. The methods of computation of exact critical constants for and simulated critical constants for are discussed and critical constants are tabulated for selected configurations. Using Monte Carlo simulation, it is shown that the proposed procedure has more power than the single-step procedure and the Newman-Keuls type step-down procedure. Application of the proposed procedure to exponential probability model is discussed.