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Test de Brunner-Munzel×Test de Fligner-Killeen pour l'homogénéité des variances×
DomaineStatistiqueStatistique
FamilleHypothesis testRegression model
Année d'origine20001976
Auteur d'origineEdgar Brunner & Ullrich MunzelMichael A. Fligner & Timothy J. Killeen
TypeNonparametric two-sample comparisonRank-based test for homogeneity of variances
Source fondatriceBrunner, E. & Munzel, U. (2000). The Nonparametric Behrens-Fisher Problem: Asymptotic Theory and a Small-Sample Approximation. Biometrical Journal, 42(1), 17–25. DOI ↗Fligner, M. A., & Killeen, T. J. (1976). Distribution-Free Two-Sample Tests for Scale. Journal of the American Statistical Association, 71(353), 210-213. DOI ↗
AliasBrunner-Munzel Testi, generalized Wilcoxon test, nonparametric Behrens-Fisher test, probabilistic index testFligner-Killeen test of variance homogeneity, rank-based variance homogeneity test, Fligner-Killeen Varyans Homojenliği Testi
Apparentées65
RésuméThe Brunner-Munzel test is a nonparametric two-sample hypothesis test that estimates the probabilistic superiority index P(X < Y) — the probability that a randomly selected observation from one group exceeds a randomly selected observation from the other. Introduced by Brunner and Munzel in 2000 as a solution to the nonparametric Behrens-Fisher problem, it remains valid even when the two groups have unequal variances or differently shaped distributions, making it a robust alternative to the Mann-Whitney U test in heteroscedastic settings.The Fligner-Killeen test is a rank-based test that checks whether several independent groups share the same variance (scale). Introduced by Fligner and Killeen in 1976, it does not require the data to be normally distributed, making it a robust nonparametric alternative to the Levene and Bartlett tests.
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ScholarGateComparer des méthodes: Brunner-Munzel Test · Fligner-Killeen Test. Consulté le 2026-06-19 sur https://scholargate.app/fr/compare