Squared ranks test

In statistics, the Conover squared ranks test[1][2] [3] is a non-parametric version of the parametric Levene's test for equality of variance. The only test that appears to be a non-parametric one is the Conover squared ranks test. Other tests of significance of difference of data dispersion are parametric (i.e., are difference of variance tests) whereas Conover's test is non-parametric. The squared ranks test is arguably a test of significance of difference of data dispersion not variance per se. This becomes important, for example, when the Levene's test fails to satisfy the rather generous conditions for normality associated with that test and is a default alternative under those conditions for certain statistical software programs like the VarianceEquivalenceTest[4] routine in Mathematica. The parametric tests include the Bartlett, Brown-Forsythe, and Fisher Ratio tests.


References

  1. ↑ http://www.jstor.org/stable/2683975
  2. ↑ "ConoverTest—Wolfram Language Documentation". Reference.wolfram.com. Retrieved 2016-07-21.
  3. ↑ SQUARED RANKS
  4. ↑ "VarianceEquivalenceTest—Wolfram Language Documentation". Reference.wolfram.com. Retrieved 2016-07-21.


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