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Levene's Test

Levene's test is a nonparametric test that is used to test equality of variance when when there are two or more samples. The hypothesis for Levene's test is:

H0 the samples are drawn from populations with equal variances
H1 the variance of at least one of the populations is different

The test uses the statistic 'W' where:

Where:

 N total number of values Ni number of values in row 'i' k number of levels median of level 'i' the average of all the zij values the average of the zij values in row 'i'

The ANOVA method relies on the assumption that the variance is the same for all the samples. Levene's test can be used to check this.

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