
The Hartley test is an extension of the F distribution based hypothesis test checking if two samples have different variances.
The F test works with two samples allowing us to compare two population variances based on the two samples. This test does not work for 3 or more populations. We could conduct multiple pairwise comparisons, yet the probability of an erroneous result is significant.
Bartlett’s Test and Levene’s Test are non-parametric checks for homogeneity of variances. Bartlett’s Test pretty much expects the underlying data to be normally distributed.
Levene’s Test is a better choice when you’re not sure the data is normal. Both are conservative and time-consuming to calculate.
We need another way to check for equal variances. [Read more…]