Cochran's test,[1] named after William G. Cochran, is a one-sided upper limit variance outlier statistical test . The C test is used to decide if a single estimate of a variance (or a standard deviation) is significantly larger than a group of variances (or standard deviations) with which the single estimate is supposed to be comparable. The C test is discussed in many text books [2][3][4] and has been recommended by IUPAC[5] and ISO.[6] Cochran's C test should not be confused with Cochran's Q test, which applies to the analysis of two-way randomized block designs.
The C test assumes a balanced design, i.e. the considered full data set should consist of individual data series that all have equal size. The C test further assumes that each individual data series is normally distributed. Although primarily an outlier test, the C test is also in use as a simple alternative for regular homoscedasticity tests such as Bartlett's test, Levene's test and the Brown–Forsythe test to check a statistical data set for homogeneity of variances. An even simpler way to check homoscedasticity is provided by Hartley's Fmax test,[3] but Hartley's Fmax test has the disadvantage that it only accounts for the minimum and the maximum of the variance range, while the C test accounts for all variances within the range.