Represents Levene's test that a set of samples have the same variance.

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public NotInheritable Class LeveneTest _ Inherits MultiSampleTest

C#
public sealed class LeveneTest : MultiSampleTest

C++
public ref class LeveneTest sealed : public MultiSampleTest

Methods

Icon	Type	Description
	CalculateStatistic()	Calculates the value of the statistic used for this test.
	Equals(Object)	Determines whether the specified Object is equal to the current Object.
	Finalize()	Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
	GetConfidenceInterval(Double)	Returns the confidence interval for the test parameter for the specified confidence level.
	GetHashCode()	Serves as a hash function for a particular type.
	GetLowerCriticalValue()	Gets the lower critical value for the hypothesis test's current significance level.
	GetLowerCriticalValue(Double)	Gets the lower critical value for the hypothesis test at the specified significance level.
	GetType()	Gets the Type of the current instance.
	GetUpperCriticalValue()	Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
	GetUpperCriticalValue(Double)	Gets the upper critical value for the test statistic at the specified significance level.
	MemberwiseClone()	Creates a shallow copy of the current Object.
	Reject()	Returns a value that indicates whether the null hypothesis is rejected using the default significance level.
	Reject(Double)	Returns a value that indicates whether the null hypothesis is rejected using the specified significance level.
	ToString()	Returns a String that represents the current Object.

Constructors

Icon	Type	Description
	LeveneTestNew()	Constructs a new LeveneTest.
	LeveneTestNew(NumericalVariable[]())	Constructs a new LeveneTest for the specified NumericalVariable array.
	LeveneTestNew(NumericalVariable[](), LeveneTestLocationMeasure)	Constructs a new LeveneTest for the specified NumericalVariable array.
	LeveneTestNew(VariableCollection)	Constructs a new LeveneTest for the samples in a VariableCollection.
	LeveneTestNew(VariableCollection, LeveneTestLocationMeasure)	Constructs a new LeveneTest for the samples in a VariableCollection.

Properties

Icon	Type	Description
	DenominatorDegreesOfFreedom	Gets the degrees of freedom of the sample in the denominator of the F distribution.
	Distribution	Sets the probability distribution used in the hypothesis test.
	HypothesisType	Gets or sets a value that indicates whether the test is one or two-tailed.
	LocationMeasure	Gets or sets the location measure used by this LeveneTest.
	NumeratorDegreesOfFreedom	Gets the degrees of freedom of the sample in the numerator of the F distribution.
	PValue	Gets the probability that the test statistic would take on the calculated value under the null hypothesis.
	Samples	Gets the collection of samples for the test.
	SignificanceLevel	Gets the significance level used to test the null hypothesis.
	Statistic	Gets the value of the test statistic.

Remarks

Use the LeveneTest class to test whether a number of samples have the same variance. This property is called homogeneity of variance.

Some statistical procedures, such as the AnovaModel, assume that variances are the same across groups.

BartlettTest can also be used for this purpose. However, Levene's test is more robust against departures from normality. On the down side, Levene's test is slower than Bartlett's test. If there is strong evidence that the data is, in fact, distributed normally, then Bartlett's test is usually preferred.

Inheritance Hierarchy

System.Object
  Extreme.Statistics.Tests.HypothesisTest
    Extreme.Statistics.Tests.MultiSampleTest
      Extreme.Statistics.Tests.LeveneTest