LeveneTest Class 
Namespace: Accord.Statistics.Testing
The LeveneTest type exposes the following members.
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.

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 Pvalue 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.) 
Name  Description  

Compute 
Computes the Ftest.
(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 pvalue to a test statistic.
(Inherited from FTest.)  
StatisticToPValue 
Converts a given test statistic to a pvalue.
(Inherited from FTest.)  
ToString 
Converts the numeric PValue of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.)  
ToString(String, IFormatProvider) 
Converts the numeric PValue of this test to its equivalent string representation.
(Inherited from HypothesisTestTDistribution.) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(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.)  
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 Matrix.) 
In 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 Pvalue 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 ttests. 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 standalone question of whether two subsamples in a given population have equal or different variances.
References: