Perform Levene test with the null hypothesis that all input samples have equal variances.
Inputs are sample vectors: bartlett(x,y,z,...)
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.)
- 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