LeveneTest Class

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

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public sealed class LeveneTest : MultiSampleTest<double>
Inheritance
Object  →  HypothesisTest  →  MultiSampleTest<Double>  →  LeveneTest

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 Analysis of Variance, assume that variances are the same across groups.

Bartlett's test 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.

Constructors

LeveneTest() Constructs a new LeveneTest.
LeveneTest(IDataFrame) Constructs a new LeveneTest for the samples in a data frame.
LeveneTest(Vector<Double>[]) Constructs a new LeveneTest for the specified vector array.
LeveneTest(IDataFrame, LeveneTestLocationMeasure) Constructs a new LeveneTest for the samples in a data frame.
LeveneTest(Vector<Double>, IGrouping) Constructs a new LeveneTest for the specified vector array.
LeveneTest(Vector<Double>[], LeveneTestLocationMeasure) Constructs a new LeveneTest for the specified vector array.
LeveneTest(Vector<Double>, IGrouping, LeveneTestLocationMeasure) Constructs a new LeveneTest for the specified vector array.

Properties

DenominatorDegreesOfFreedom Gets the degrees of freedom of the sample in the denominator of the F distribution.
Distribution Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
Grouping Gets the grouping that divides Sample into groups.
(Inherited from MultiSampleTest<T>)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
LocationMeasure Gets or sets the location measure used by this LeveneTest.
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
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 alternate hypothesis.
(Inherited from HypothesisTest)
Sample Gets the vector that contains the sample data.
(Inherited from MultiSampleTest<T>)
Samples Gets the collection of samples for the test.
(Inherited from MultiSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest)
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest)
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest)
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetUpperCriticalValue() Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest)
Reject() Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest)
Reject(Double) Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest)
Summarize() Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest)
Summarize(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
(Inherited from HypothesisTest)
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also