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Тест на Левене и Браун-Форсайт за равенство на дисперсиите×U-тест на Ман-Уитни×Тест с пермутации (рандомизация)×
ОбластСтатистикаСтатистикаСтатистика
СемействоRegression modelHypothesis testRegression model
Година на възникване196019472005
СъздателHoward Levene; Morton B. Brown and Alan B. ForsytheH. B. Mann & D. R. WhitneyGood (2005); Edgington & Onghena (2007); resampling tradition
ТипHomogeneity of variance test (robust)Nonparametric two-group comparisonNonparametric resampling test
Основополагащ източникLevene, H. (1960). Robust Tests for Equality of Variances. In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. Stanford University Press. link ↗Mann, H. B. & Whitney, D. R. (1947). On a test of whether one of two random variables is stochastically larger than the other. Annals of Mathematical Statistics, 18(1), 50–60. DOI ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
Други названияLevene test, Brown-Forsythe test, homogeneity of variance test, Levene ve Brown-Forsythe Varyans TestiMann-Whitney-Wilcoxon test, Wilcoxon rank-sum test, Mann-Whitney U Testirandomization test, exact permutation test, re-randomization test, Permütasyon Testi
Свързани545
РезюмеThe Levene and Brown-Forsythe test checks whether two or more groups share the same variance (homogeneity of variance). Levene (1960) built the test on absolute deviations from each group mean, and Brown and Forsythe (1974) made it robust to non-normal data by centring on the group median instead.The Mann-Whitney U test is the nonparametric alternative to the independent samples t-test, comparing two independent groups by ranking all observations together rather than relying on their means. It was introduced by H. B. Mann and D. R. Whitney in 1947 and does not require the data to be normally distributed.The permutation test is a nonparametric resampling procedure that builds the sampling distribution of a test statistic directly from the data by repeatedly shuffling the group labels. Developed in the resampling tradition and treated systematically by Good (2005) and Edgington & Onghena (2007), it requires no parametric distributional assumption and yields an exact p-value.
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ScholarGateСравнение на методи: Levene and Brown-Forsythe Test · Mann-Whitney U test · Permutation Test. Извлечено на 2026-06-20 от https://scholargate.app/bg/compare