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
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