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Levene 및 Brown-Forsythe 등분산 검정×순열 (무작위화) 검정×
분야통계학통계학
계열Regression modelRegression model
기원 연도19602005
창시자Howard Levene; Morton B. Brown and Alan B. ForsytheGood (2005); Edgington & Onghena (2007); resampling tradition
유형Homogeneity of variance test (robust)Nonparametric resampling test
원전Levene, H. (1960). Robust Tests for Equality of Variances. In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. Stanford University Press. link ↗Good, P. (2005). Permutation, Parametric and Bootstrap Tests of Hypotheses (3rd ed.). Springer. ISBN: 978-0387202792
별칭Levene test, Brown-Forsythe test, homogeneity of variance test, Levene ve Brown-Forsythe Varyans Testirandomization test, exact permutation test, re-randomization test, Permütasyon Testi
관련55
요약The 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 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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