SuanShu, a Java numerical and statistical library

com.numericalmethod.suanshu.stats.test.variance

Class BrownForsythe

• public class BrownForsythe
extends HypothesisTest
The Brown-Forsythe test is a statistical test for the equality of group variances based on performing an ANOVA on a transformation of the response variable. In statistics, when a usual one-way ANOVA is performed, it is assumed that the group variances are statistically equal. If this assumption is not valid, then the resulting F-test is invalid. A homoscedasticity test, such as the Brown-Forsythe test, can be used to verify that assumption.
Wikipedia: Brown-Forsythe Test
• Constructor Summary

Constructors
Constructor and Description
BrownForsythe(double[]... samples)
Perform the Brown-Forsythe test to test for equal variances across the groups.
• Method Summary

All Methods
Modifier and Type Method and Description
String getAlternativeHypothesis()
Get the description of the alternative hypothesis.
String getNullHypothesis()
Get a description of the null hypothesis.
double pValue()
Get the p-value for the test statistics.
double statistics()
Get the test statistics.
• Methods inherited from class com.numericalmethod.suanshu.stats.test.HypothesisTest

isNullRejected, nGroups, nObs, oneSidedPvalue
• Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• Constructor Detail

• BrownForsythe

public BrownForsythe(double[]... samples)
Perform the Brown-Forsythe test to test for equal variances across the groups.
Parameters:
samples - samples
• Method Detail

• getNullHypothesis

public String getNullHypothesis()
Description copied from class: HypothesisTest
Get a description of the null hypothesis.
Specified by:
getNullHypothesis in class HypothesisTest
Returns:
the null hypothesis description
Wikipedia: Null hypothesis
• getAlternativeHypothesis

public String getAlternativeHypothesis()
Description copied from class: HypothesisTest
Get the description of the alternative hypothesis.
Specified by:
getAlternativeHypothesis in class HypothesisTest
Returns:
the alternative hypothesis description
Wikipedia: Alternative hypothesis
• statistics

public double statistics()
Description copied from class: HypothesisTest
Get the test statistics.
Specified by:
statistics in class HypothesisTest
Returns:
the test statistics
Wikipedia: Test statistic
• pValue

public double pValue()
Description copied from class: HypothesisTest
Get the p-value for the test statistics.
Specified by:
pValue in class HypothesisTest
Returns:
the p-value