Monday, February 27, 2012

Bartlett's test for homogeneity of variance

Bartlett's test for homogeneity of variance A test, introduced by Bartlett in 1937, for equality of variance in k populations having normal distributions with unknown means. The data consist of random samples of sizes n1,n2,…,nk, with the total number of observations being denoted by n and the unbiased estimates of the population variances being . Denoting (nj − 1) by vj, for all j, Bartlett's test statistic, L, is defined bywhere v = v1 + v2 + ··· + vk. Unusually low values of L indicate unequal variances. The test is affected by departures from normality. See also Cochran's C-test, Levene's test.

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