matlab 没有vartestn,Multiple-sample tests for equal variances

The Levene, Brown-Forsythe, and O’Brien

tests are used to test if multiple data samples have equal variances,

against the alternative that at least two of the data samples do not

have equal variances.

The test statistic is

W=(N−k)∑i=1kNi(Z¯i.−Z¯..)2(k−1)∑i=1k∑j=1Ni(Zij−Z¯i.)2,

where Ni is

the sample size of the ith group, and k is

the number of groups. Depending on the type of test specified with

the TestType name-value pair arguments, Zij can

have one of four definitions:

If you specify LeveneAbsolute, vartestn uses Zij=|Yij−Y¯i.|, where Y¯i. is the mean of the ith

subgroup.

If you specify LeveneQuadratic, vartestn uses Zij2=(Yij−Y¯i.)2, where Y¯i. is the mean of the ith

subgroup.

If you specify BrownForsythe, vartestn uses Zij=|Yij−Y˜i.|, where Y˜i. is the median of the ith

subgroup.

If you specify OBrien, vartestn uses

Zij=(0.5+ni−2)ni(yij−y¯i)2−0.5(ni−1)σi2(ni−1)(ni−2),

where ni is

the size of the ith group, σi2 is

its sample variance.

In all cases, the test statistic has an F-distribution

with k – 1 numerator degrees of freedom,

and N – k denominator

degrees of freedom.

The Levene, Brown-Forsythe, and O’Brien tests are less

sensitive to departures from normality than Bartlett’s test,

so they are useful alternatives if you suspect the samples come from

nonnormal distributions.