class Statsample::Test::Levene
Levene Test for Equality of Variances¶ ↑
From NIST/SEMATECH: <blockquote>Levene's test ( Levene, 1960) is used to test if k samples have equal variances. Equal variances across samples is called homogeneity of variance. Some statistical tests, for example the analysis of variance, assume that variances are equal across groups or samples. The Levene test can be used to verify that assumption.</blockquote> Use:
require 'statsample' a=[1,2,3,4,5,6,7,8,100,10].to_scale b=[30,40,50,60,70,80,90,100,110,120].to_scale levene=Statsample::Test::Levene.new([a,b]) puts levene.summary
Output:
Levene Test F: 0.778121319848449 p: 0.389344552595791
Reference:
-
NIST/SEMATECH e-Handbook of Statistical Methods. Available on www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
Levene Test for Equality of Variances¶ ↑
From NIST/SEMATECH: <blockquote>Levene's test ( Levene, 1960) is used to test if k samples have equal variances. Equal variances across samples is called homogeneity of variance. Some statistical tests, for example the analysis of variance, assume that variances are equal across groups or samples. The Levene test can be used to verify that assumption.</blockquote> Use:
require 'statsample' a=[1,2,3,4,5,6,7,8,100,10].to_scale b=[30,40,50,60,70,80,90,100,110,120].to_scale levene=Statsample::Test::Levene.new([a,b]) puts levene.summary
Output:
Levene Test F: 0.778121319848449 p: 0.389344552595791
Reference:
-
NIST/SEMATECH e-Handbook of Statistical Methods. Available on www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
Attributes
Degrees of freedom 1 (k-1)
Degrees of freedom 2 (n-k)
Name of test
Public Class Methods
Input could be an array of vectors or a dataset
# File lib/statsample/test/levene.rb, line 31 def initialize(input, opts=Hash.new()) if input.is_a? Statsample::Dataset @vectors=input.vectors.values else @vectors=input end @name=_("Levene Test") opts.each{|k,v| self.send("#{k}=",v) if self.respond_to? k } compute end
Public Instance Methods
Value of the test
# File lib/statsample/test/levene.rb, line 44 def f @w end
Probability. With H_0 = Sum(s2)=0, probability of getting a value of the test upper or equal to the obtained on the sample
# File lib/statsample/test/levene.rb, line 81 def probability p_using_cdf(Distribution::F.cdf(f, @d1, @d2), :right) end