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Тест Левене и Брауна-Форсайта на равенство дисперсий×U-критерий Манна-Уитни×
ОбластьСтатистикаСтатистика
СемействоRegression modelHypothesis test
Год появления19601947
Автор методаHoward Levene; Morton B. Brown and Alan B. ForsytheH. B. Mann & D. R. Whitney
ТипHomogeneity of variance test (robust)Nonparametric two-group comparison
Основополагающий источникLevene, 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 ↗
Другие 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 Testi
Связанные54
СводкаThe 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.
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ScholarGateСравнение методов: Levene and Brown-Forsythe Test · Mann-Whitney U test. Получено 2026-06-20 из https://scholargate.app/ru/compare