方法对比
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| Siegel-Tukey 检验(用于尺度差异)× | Fligner-Killeen 方差齐性检验× | Mann-Whitney U 检验× | |
|---|---|---|---|
| 领域 | 统计学 | 统计学 | 统计学 |
| 方法族≠ | Hypothesis test | Regression model | Hypothesis test |
| 起源年份≠ | 1960 | 1976 | 1947 |
| 提出者≠ | Sidney Siegel & John W. Tukey | Michael A. Fligner & Timothy J. Killeen | H. B. Mann & D. R. Whitney |
| 类型≠ | Nonparametric scale comparison | Rank-based test for homogeneity of variances | Nonparametric two-group comparison |
| 开创性文献≠ | Siegel, S. & Tukey, J. W. (1960). A Nonparametric Sum of Ranks Procedure for Relative Spread in Unpaired Samples. Journal of the American Statistical Association, 55(291), 429–444. 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 ↗ | 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 ↗ |
| 别名 | Siegel-Tukey rank test, nonparametric scale test, Siegel-Tukey Testi — Ölçek Farklılığı | Fligner-Killeen test of variance homogeneity, rank-based variance homogeneity test, Fligner-Killeen Varyans Homojenliği Testi | Mann-Whitney-Wilcoxon test, Wilcoxon rank-sum test, Mann-Whitney U Testi |
| 相关≠ | 2 | 5 | 4 |
| 摘要≠ | The Siegel-Tukey test is a nonparametric hypothesis test that detects differences in variability (spread) between two independent groups whose central tendencies are equal or have been equalised. Introduced by Sidney Siegel and John W. Tukey in 1960, it is the nonparametric counterpart of Levene's test and requires no assumption of normality. | 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. | 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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