Bartlett's test

In statistics, Bartlett's test, named after Maurice Stevenson Bartlett,[1] is used to test homoscedasticity, that is, if multiple samples are from populations with equal variances.[2] Some statistical tests, such as the analysis of variance, assume that variances are equal across groups or samples, which can be checked with Bartlett's test.

In a Bartlett test, we construct the null and alternative hypothesis. For this purpose several test procedures have been devised. The test procedure due to M.S.E (Mean Square Error/Estimator) Bartlett test is represented here. This test procedure is based on the statistic whose sampling distribution is approximately a Chi-Square distribution with (k − 1) degrees of freedom, where k is the number of random samples, which may vary in size and are each drawn from independent normal distributions. Bartlett's test is sensitive to departures from normality. That is, if the samples come from non-normal distributions, then Bartlett's test may simply be testing for non-normality. Levene's test and the Brown–Forsythe test are alternatives to the Bartlett test that are less sensitive to departures from normality.[3]

  1. ^ Bartlett, M. S. (1937). "Properties of sufficiency and statistical tests". Proceedings of the Royal Statistical Society, Series A 160, 268–282 JSTOR 96803
  2. ^ (see Snedecor, George W. and Cochran, William G. (1989), Statistical Methods, Eighth Edition, Iowa State University Press. ISBN 978-0-8138-1561-9
  3. ^ NIST/SEMATECH e-Handbook of Statistical Methods. Available online, URL: http://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm Archived 4 May 2020 at the Wayback Machine. Retrieved 31 December 2013.