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Showing content from http://accord-framework.net/docs/html/T_Accord_Statistics_Testing_LeveneTest.htm below:

Levene's test for equality of variances.

Accord.Statistics (in Accord.Statistics.dll) Version: 3.8.0

[SerializableAttribute]
public class LeveneTest : FTest

<SerializableAttribute>
Public Class LeveneTest
	Inherits FTest

The LeveneTest type exposes the following members.

Computes the F-test.

Determines whether the specified object is equal to the current object.

Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection.

Serves as the default hash function.

Gets the Type of the current instance.

Creates a shallow copy of the current Object.

Called whenever the test

changes.

Converts a given p-value to a test statistic.

Converts a given test statistic to a p-value.

Converts the numeric P-Value of this test to its equivalent string representation.

Converts the numeric P-Value of this test to its equivalent string representation.

Checks whether an object implements a method with the given name.

Compares two objects for equality, performing an elementwise comparison if the elements are vectors or matrices.

Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.

Converts an object into another type, irrespective of whether the conversion can be done at compile time or not. This can be used to convert generic types to numeric types during runtime.

In statistics, Levene's test is an inferential statistic used to assess the equality of variances for a variable calculated for two or more groups. Some common statistical procedures assume that variances of the populations from which different samples are drawn are equal. Levene's test assesses this assumption. It tests the null hypothesis that the population variances are equal (called homogeneity of variance or homoscedasticity). If the resulting P-value of Levene's test is less than some significance level (typically 0.05), the obtained differences in sample variances are unlikely to have occurred based on random sampling from a population with equal variances. Thus, the null hypothesis of equal variances is rejected and it is concluded that there is a difference between the variances in the population.

Some of the procedures typically assuming homoscedasticity, for which one can use Levene's tests, include analysis of variance and t-tests. Levene's test is often used before a comparison of means. When Levene's test shows significance, one should switch to generalized tests, free from homoscedasticity assumptions. Levene's test may also be used as a main test for answering a stand-alone question of whether two sub-samples in a given population have equal or different variances.

References:

• Wikipedia, The Free Encyclopedia. Levene's test. Available on: http://en.wikipedia.org/wiki/Levene's_test

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