Plug‐in tests for nonequivalence of means of independent normal populations

In this paper, we consider the problem of testing nonequivalence of several independent normal population means. It is a well‐known problem to test the equality of several means using the analysis of variance (ANOVA). Instead of determining the equality, one may consider more flexible homogeneity, which allows a predetermined level of difference. This problem is known as testing nonequivalence of populations. We propose the plug‐in statistics for two different measures of variability: the sum of the absolute deviations and the maximum of the absolute deviations. For each test, the least favorable configuration (LFC) to ensure the maximum rejection probability under the null hypothesis is investigated. Furthermore, we demonstrate the numerical studies based on both simulation and real data to evaluate the plug‐in tests and compare these with the range test.