scipy.stats.levene

scipy.stats.levene(*args, **kwds)

Perform Levene test with the null hypothesis that all input samples have equal variances.

Inputs are sample vectors: bartlett(x,y,z,...)

One keyword input, center, can be used with values

center = ‘mean’, center=’median’ (default), center=’trimmed’

center=’median’ is recommended for skewed (non-normal) distributions center=’mean’ is recommended for symmetric, moderate-tailed, dist. center=’trimmed’ is recommended for heavy-tailed distributions.

Outputs: (W, pval)

W – the Test statistic pval – significance level if null is rejected with this value of W

(prob. that null is true but rejected with this p-value.)

References:

http://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm

Levene, H. (1960). In Contributions to Probability and Statistics:

Essays in Honor of Harold Hotelling, I. Olkin et al. eds., Stanford University Press, pp. 278-292.

Brown, M. B. and Forsythe, A. B. (1974), Journal of the American

Statistical Association, 69, 364-367