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Levene 和 Brown-Forsythe 方差齐性检验×Welch方差分析×
领域统计学统计学
方法族Regression modelHypothesis test
起源年份19601951
提出者Howard Levene; Morton B. Brown and Alan B. ForsytheB. L. Welch
类型Homogeneity of variance test (robust)Parametric mean comparison (heteroscedastic)
开创性文献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 ↗Welch, B.L. (1951). On the Comparison of Several Mean Values. Biometrika, 38(3/4), 330–336. link ↗
别名Levene test, Brown-Forsythe test, homogeneity of variance test, Levene ve Brown-Forsythe Varyans TestiWelch's F-test, heteroscedastic one-way ANOVA, Welch ANOVA — Heterojen Varyans ANOVA
相关53
摘要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.Welch ANOVA is a parametric hypothesis test that compares the means of three or more independent groups when their variances are not equal. Introduced by B. L. Welch in 1951, it replaces classic one-way ANOVA whenever the homogeneity-of-variance assumption fails, while still requiring approximately normal data.
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ScholarGate方法对比: Levene and Brown-Forsythe Test · Welch ANOVA. 于 2026-06-20 检索自 https://scholargate.app/zh/compare