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3 Cards in this Set
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- Back
- 3rd side (hint)
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Levene's test
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An inferential statistic used to assess the equality of variances in different samples. The calculation use both median and mean. The test does not require normal distribution.
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It can be used for testing if the development sample and data population have the same variance.
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Brown–Forsythe test
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A statistical test for the equality of group variances based on performing an ANOVA on a transformation of the response variable. The test uses median (instead of mean).
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Although the optimal choice depends on the underlying distribution, the definition based on the median is recommended as the choice that provides good robustness against many types of non-normal data while retaining good statistical power.
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Bartlett's test
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To test if k samples are from populations with equal variances (homoscedasticity). The test is more sensitive to normality departure.
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The test statistic follow a Chi-square distribution
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