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LeveneTest Class |
Inheritance HierarchyAccord.Statistics.TestingHypothesisTestFDistribution
Accord.Statistics.TestingFTest
Accord.Statistics.TestingLeveneTest
Namespace: Accord.Statistics.Testing
Assembly: Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0
SyntaxThe LeveneTest type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | LeveneTest(Double, Boolean) |
Tests the null hypothesis that all group variances are equal.
|
| LeveneTest(Double, Double) |
Tests the null hypothesis that all group variances are equal.
|
Properties| Name | Description | |
|---|---|---|
 | CriticalValue |
Gets the critical value for the current significance level.
(Inherited from HypothesisTestTDistribution.) |
| DegreesOfFreedom1 |
Gets the degrees of freedom for the
numerator in the test distribution.
(Inherited from FTest.) |
| DegreesOfFreedom2 |
Gets the degrees of freedom for the
denominator in the test distribution.
(Inherited from FTest.) |
| Hypothesis |
Gets the alternative hypothesis under test. If the test is
Significant, the null hypothesis can be rejected
in favor of this alternative hypothesis.
(Inherited from FTest.) |
| Method |
Gets the method used to compute the Levene's test.
|
| PValue |
Gets the P-value associated with this test.
(Inherited from HypothesisTestTDistribution.) |
| Significant |
Gets whether the null hypothesis should be rejected.
(Inherited from HypothesisTestTDistribution.) |
| Size |
Gets the significance level for the
test. Default value is 0.05 (5%).
(Inherited from HypothesisTestTDistribution.) |
| Statistic |
Gets the test statistic.
(Inherited from HypothesisTestTDistribution.) |
| StatisticDistribution |
Gets the distribution associated
with the test statistic.
(Inherited from HypothesisTestTDistribution.) |
| Tail |
Gets the test type.
(Inherited from HypothesisTestTDistribution.) |
Methods| Name | Description | |
|---|---|---|
 | Compute |
Computes the F-test.
(Inherited from FTest.) |
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) |
| OnSizeChanged |
Called whenever the test significance level changes.
(Inherited from HypothesisTestTDistribution.) |
| PValueToStatistic |
Converts a given p-value to a test statistic.
(Inherited from FTest.) |
| StatisticToPValue |
Converts a given test statistic to a p-value.
(Inherited from FTest.) |
| ToString |
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.) |
| ToString(String, IFormatProvider) |
Converts the numeric P-Value of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.) |
Extension Methods| Name | Description | |
|---|---|---|
 | HasMethod |
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.) |
| IsEqual |
Compares two objects for equality, performing an elementwise
comparison if the elements are vectors or matrices.
(Defined by Matrix.) |
| To(Type) | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
| ToT | Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.) |
RemarksIn statistics, Levene's test is an inferential statistic used to assess the equality of variances for a variable calculated for two or more groups. Some common statistical procedures assume that variances of the populations from which different samples are drawn are equal. Levene's test assesses this assumption. It tests the null hypothesis that the population variances are equal (called homogeneity of variance or homoscedasticity). If the resulting P-value of Levene's test is less than some significance level (typically 0.05), the obtained differences in sample variances are unlikely to have occurred based on random sampling from a population with equal variances. Thus, the null hypothesis of equal variances is rejected and it is concluded that there is a difference between the variances in the population.
Some of the procedures typically assuming homoscedasticity, for which one can use Levene's tests, include analysis of variance and t-tests. Levene's test is often used before a comparison of means. When Levene's test shows significance, one should switch to generalized tests, free from homoscedasticity assumptions. Levene's test may also be used as a main test for answering a stand-alone question of whether two sub-samples in a given population have equal or different variances.
References:
- Wikipedia, The Free Encyclopedia. Levene's test. Available on: http://en.wikipedia.org/wiki/Levene's_test
See Also