This is documentation for Mathematica 8, which was
based on an earlier version of the Wolfram Language.
View current documentation (Version 11.1)

VarianceEquivalenceTest

VarianceEquivalenceTest
tests whether the variances of the are equal.
VarianceEquivalenceTest
returns the value of .
  • VarianceEquivalenceTest performs a hypothesis test on the with null hypothesis that the true population variances are equal , and alternative hypothesis that at least one is different.
  • By default a probability value or -value is returned.
  • A small -value suggests that it is unlikely that .
  • The data can be any number of univariate datasets.
  • Most tests require normally distributed . If a test is less sensitive to a normality assumption, it is called robust. Some tests assume that is symmetric around its medians.
  • The following tests can be used:
"Bartlett"normalitymodified likelihood ratio test
"BrownForsythe"robustrobust Levene test
"Conover"symmetryConover's squared ranks test
"FisherRatio"normalitybased on
"Levene"robust,symmetrycompares individual and group variances
  • Properties related to the reporting of test results include:
"AllTests"list of all applicable tests
"AutomaticTest"test chosen if Automatic is used
"DegreesOfFreedom"the degrees of freedom used in a test
"PValue"list of -values
"PValueTable"formatted table of -values
"ShortTestConclusion"a short description of the conclusion of a test
"TestConclusion"a description of the conclusion of a test
"TestData"list of pairs of test statistics and -values
"TestDataTable"formatted table of -values and test statistics
"TestStatistic"list of test statistics
"TestStatisticTable"formatted table of test statistics
  • The following options can be given:
SignificanceLevel0.05cutoff for diagnostics and reporting
VerifyTestAssumptionsAutomaticset which diagnostic tests to run
  • For tests of variance, a cutoff is chosen such that is rejected only if . The value of used for the and properties is controlled by the SignificanceLevel option. This value is also used in diagnostic tests of assumptions including tests for normality and symmetry. By default is set to .
"Normality"verify that all data is normally distributed
"Symmetry"verify that all data is symmetric
Test variances from two datasets for equivalence:
Create a HypothesisTestData object for further property extraction:
The full test table:
Compare the variances of multiple datasets simultaneously:
The variances of the datasets:
Test variances from two datasets for equivalence:
In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=
Create a HypothesisTestData object for further property extraction:
In[3]:=
Click for copyable input
Out[3]=
The full test table:
In[4]:=
Click for copyable input
Out[4]=
 
Compare the variances of multiple datasets simultaneously:
In[1]:=
Click for copyable input
In[2]:=
Click for copyable input
Out[2]=
The variances of the datasets:
In[3]:=
Click for copyable input
Out[3]=
Compare the variances of two datasets:
The -values are typically large when the variances are equal:
The -values are typically small when the variances are not equal:
Using Automatic applies the generally most powerful appropriate test:
The property can be used to determine which test was chosen:
Compare the variances of many datasets simultaneously:
Compare the distributions of the datasets visually using SmoothHistogram:
Perform a particular test for equal variance:
Any number of tests can be performed simultaneously:
Perform all tests, appropriate to the data, simultaneously:
Use the property to identify which tests were used:
Create a HypothesisTestData object for repeated property extraction:
The properties available for extraction:
Extract some properties from a HypothesisTestData object:
The -value and test statistic from a Levene test:
Extract any number of properties simultaneously:
The -value and test statistic from a Brown-Forsythe test:
Tabulate the results from a selection of tests:
A full table of all appropriate test results:
A table of selected test results:
Retrieve the entries from a test table for customized reporting:
The -values are above 0.05, so there is not enough evidence to reject normality at that level:
Tabulate -values for a test or group of tests:
The -value from the table:
A table of -values from all appropriate tests:
A table of -values from a subset of tests:
Report the test statistic from a test or group of tests:
The test statistic from the table:
A table of test statistics from all appropriate tests:
Set the significance level for diagnostic tests:
The default level is :
Setting the significance level may alter which test is automatically chosen:
A rank-based test would have been chosen by default:
The significance level is also used for and :
Diagnostics can be controlled as a group using All or None:
Verify all assumptions:
Check no assumptions:
Diagnostics can be controlled independently:
Assume normality but check for symmetry:
Only check for normality:
Test whether a group of populations shares a common variance:
The first group of datasets was drawn from populations with very different variances:
Populations represented by the second group all have similar variances:
LocationEquivalenceTest can be used to compare the means of several datasets simultaneously but requires that the datasets have common variance:
Use VarianceEquivalenceTest to determine if the variances are equivalent:
LocationEquivalenceTest can be used to compare the means:
The Brown-Forsythe and Levene tests are equivalent but use different standardizing functions:
The Levene test uses Mean to standardize the data:
The Brown-Forsythe test typically uses Median:
For heavy-tailed data, the 10% TrimmedMean is used instead:
For datasets and total observations, the Brown-Forsythe and Levene test statistics both follow FRatioDistribution under :
Bartlett's test statistic:
Under , the test statistic follows ChiSquareDistribution:
The Fisher ratio test requires two datasets:
Use any of the other tests instead:
Conover's test is the only test that does not assume the data is normally distributed:
New in 8