Сравнение методов
Просматривайте выбранные методы рядом; строки с различиями подсвечены.
| Двухвыборочный тест Колмогорова-Смирнова× | Тест Левене и Брауна-Форсайта на равенство дисперсий× | |
|---|---|---|
| Область | Статистика | Статистика |
| Семейство | Regression model | Regression model |
| Год появления≠ | 1948 | 1960 |
| Автор метода≠ | N. V. Smirnov | Howard Levene; Morton B. Brown and Alan B. Forsythe |
| Тип≠ | Nonparametric two-sample distribution test | Homogeneity of variance test (robust) |
| Основополагающий источник≠ | Smirnov, N. V. (1948). Table for Estimating the Goodness of Fit of Empirical Distributions. Annals of Mathematical Statistics, 19(2), 279-281. DOI ↗ | Levene, H. (1960). Robust Tests for Equality of Variances. In Contributions to Probability and Statistics: Essays in Honor of Harold Hotelling. Stanford University Press. link ↗ |
| Другие названия≠ | KS two-sample test, two-sample KS test, İki Örneklem Kolmogorov-Smirnov Testi | Levene test, Brown-Forsythe test, homogeneity of variance test, Levene ve Brown-Forsythe Varyans Testi |
| Связанные≠ | 3 | 5 |
| Сводка≠ | The two-sample Kolmogorov-Smirnov test is a nonparametric procedure that asks whether two independent groups are drawn from the same continuous distribution. Building on Smirnov's 1948 tables, it compares the empirical cumulative distribution functions (CDFs) of the two samples and uses their maximum absolute distance as the test statistic. | The 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. |
| ScholarGateНабор данных ↗ |
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