Levene and BrownForsythe Tests
- To: mathgroup at smc.vnet.net
- Subject: [mg122128] Levene and BrownForsythe Tests
- From: "Tony Harker" <a.harker at ucl.ac.uk>
- Date: Sun, 16 Oct 2011 07:04:48 -0400 (EDT)
- Delivered-to: l-mathgroup@mail-archive0.wolfram.com
Can a statistician out there please tell me whether the Mathematica implementation of the Levene and Brown-Forsythe tests for equality of distribution variances is correct? The Mathematica scheme defines an auxiliary data set formed from the squares of the differences between the data and the data means or medians, whereas other sources use the modulus of that difference. Tony Harker Department of Physics and Astronomy University College London Gower Street London WC1E 6BT Tel: (within UK) 020 7679 3404 (overseas ) +44 20 7679 3404 E: a.harker at ucl.ac.uk
- Follow-Ups:
- Re: Levene and BrownForsythe Tests
- From: Andy Ross <andyr@wolfram.com>
- Re: Levene and BrownForsythe Tests