SciPy

scipy.stats.fligner

scipy.stats.fligner(*args, **kwds)[source]

Perform Fligner-Killeen test for equality of variance.

Fligner’s test tests the null hypothesis that all input samples are from populations with equal variances. Fligner-Killeen’s test is distribution free when populations are identical [R386].

Parameters:

sample1, sample2, ... : array_like

Arrays of sample data. Need not be the same length.

center : {‘mean’, ‘median’, ‘trimmed’}, optional

Keyword argument controlling which function of the data is used in computing the test statistic. The default is ‘median’.

proportiontocut : float, optional

When center is ‘trimmed’, this gives the proportion of data points to cut from each end. (See scipy.stats.trim_mean.) Default is 0.05.

Returns:

statistic : float

The test statistic.

pvalue : float

The p-value for the hypothesis test.

See also

bartlett
A parametric test for equality of k variances in normal samples
levene
A robust parametric test for equality of k variances

Notes

As with Levene’s test there are three variants of Fligner’s test that differ by the measure of central tendency used in the test. See levene for more information.

Conover et al. (1981) examine many of the existing parametric and nonparametric tests by extensive simulations and they conclude that the tests proposed by Fligner and Killeen (1976) and Levene (1960) appear to be superior in terms of robustness of departures from normality and power [R387].

References

[R385]http://www.stat.psu.edu/~bgl/center/tr/TR993.ps
[R386](1, 2) Fligner, M.A. and Killeen, T.J. (1976). Distribution-free two-sample tests for scale. ‘Journal of the American Statistical Association.’ 71(353), 210-213.
[R387](1, 2) Park, C. and Lindsay, B. G. (1999). Robust Scale Estimation and Hypothesis Testing based on Quadratic Inference Function. Technical Report #99-03, Center for Likelihood Studies, Pennsylvania State University.
[R388]Conover, W. J., Johnson, M. E. and Johnson M. M. (1981). A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf biding data. Technometrics, 23(4), 351-361.