com.numericalmethod.suanshu.stats.test.variance
Class Levene

java.lang.Object
  com.numericalmethod.suanshu.stats.test.HypothesisTest
      com.numericalmethod.suanshu.stats.test.variance.Levene

public class Levene
extends HypothesisTest

The Levene test tests for the equality of variance of groups. Levene's test does not require normality of the underlying data. Some statistical tests, for example ANOVA, assume that variances are equal across groups or samples. A homoscedasticity test, such as the Levene test, can be used to verify that assumption.

The R equivalent function is levene.test.

See Also:

• Wikipedia: Levene's test
• Levene Test for Equality of Variances

Nested Class Summary

static class

Levene.Type the available implementations when computing the absolute deviations

Constructor Summary

Levene(double... samples)
Perform the Levene test to test for equal variances across the groups.

Levene(Levene.Type type, double[]... samples)
Perform the Levene test to test for equal variances across the groups.

Method Summary

java.lang.String	getAlternativeHypothesis() Get the description of the alternative hypothesis.
java.lang.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

Levene

public Levene(double... samples)

Perform the Levene test to test for equal variances across the groups. The absolute deviations are computed from the medians.

Parameters:

samples - samples

Levene

public Levene(Levene.Type type,
              double[]... samples)

Perform the Levene test to test for equal variances across the groups.

Parameters:

type - the implementation chosen

samples - samples

Method Detail

getNullHypothesis

public java.lang.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

See Also:

Wikipedia: Null hypothesis

getAlternativeHypothesis

public java.lang.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

See Also:

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

See Also:

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

See Also:

Wikipedia: P-value