About properties and power of classical tests of homogeneity of variances

Distributions of test statistics of classical tests for homogeneity of variance (Neyman-Pearson, O'Brien, Link, Newman, Bliss-Cochran-Tukey, Cadwell-Leslie-Brown, Overall-Woodward Z-variance and modified Overall-Woodward Z-variance tests) are investigated including a case when the standard assumption of the normality is violated. The comparative analysis of power of the classical tests is carried out. Method of application of the tests of violation of the standard assumption that provides an interactive simulation of distributions of the test statistics is proposed and tested.