一种稳健的方差齐性检验方法

A ROBUST METHOD FOR HOMOGENEITY OF VARIANCE

目的 :介绍一种较为稳健的方差齐性检验方法。方法 :通过实例介绍 L evene方差齐性检验的基本思想和常用的四种算法。结果 :L evene检验的实质是将原始数据进行变换后进行单向方差分析。结论 :L evene检验适用于任意分布的资料 ,更为稳健 ,算法简便 。

Objective:To introduce a robust method for homogeneity of variance.Method:The basic thinking and four common algorithms of the Levenes test for homogeneity of variance were introduced by use of examples.Results:The essence of the Levenes test was performing the one-way ANOVA after a transformation of original data.Conclusion:The Levenes test is suitable for data of any distribution and more robust.Its algorithm is simple and convenient, and worth recommendation.