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브루너-문젤 검정(Brunner-Munzel Test)×Fligner-Killeen 등분산성 검정×
분야통계학통계학
계열Hypothesis testRegression model
기원 연도20001976
창시자Edgar Brunner & Ullrich MunzelMichael A. Fligner & Timothy J. Killeen
유형Nonparametric two-sample comparisonRank-based test for homogeneity of variances
원전Brunner, 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 ↗
별칭Brunner-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
관련65
요약The 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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