Perform Bartlett test with the null hypothesis that all input samples have equal variances.
Inputs are sample vectors: bartlett(x,y,z,...)
Outputs: (T, pval)
T – the Test statistic pval – significance level if null is rejected with this value of T
(prob. that null is true but rejected with this p-value.)
Sensitive to departures from normality. The Levene test is an alternative that is less sensitive to departures from normality.
References:
http://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm
- Snedecor, George W. and Cochran, William G. (1989), Statistical
- Methods, Eighth Edition, Iowa State University Press.