翻訳と辞書
Words near each other
・ Bartlett Springs, California
・ Bartlett Street Lamps
・ Bartlett Township, Todd County, Minnesota
・ Bartlett Tripp
・ Bartlett v Barclays Bank Trust Co Ltd
・ Bartlett v. Strickland
・ Bartlett Yancey
・ Bartlett Yancey House
・ Bartlett Zephyr
・ Bartlett's (LIRR station)
・ Bartlett's bisection theorem
・ Bartlett's Bridge
・ Bartlett's Childers
・ Bartlett's Familiar Quotations
・ Bartlett's method
Bartlett's test
・ Bartlett's theorem
・ Bartlett's tinamou
・ Bartlett, California
・ Bartlett, Illinois
・ Bartlett, Iowa
・ Bartlett, Kansas
・ Bartlett, Nebraska
・ Bartlett, New Hampshire
・ Bartlett, North Dakota
・ Bartlett, Ohio
・ Bartlett, Tennessee
・ Bartlett, Texas
・ Bartlett, Virginia
・ Bartlett-Cushman House


Dictionary Lists
翻訳と辞書 辞書検索 [ 開発暫定版 ]
スポンサード リンク

Bartlett's test : ウィキペディア英語版
Bartlett's test
In statistics, Bartlett's test (see Snedecor and Cochran, 1989) is used to test if ''k'' samples are from populations with equal variances. Equal variances across samples is called homoscedasticity or homogeneity of variances. Some statistical tests, for example the analysis of variance, assume that variances are equal across groups or samples. The Bartlett test can be used to verify that assumption.
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.〔''NIST/SEMATECH e-Handbook of Statistical Methods''. Available online, URL: http://www.itl.nist.gov/div898/handbook/eda/section3/eda357.htm. Retrieved December 31, 2013.〕
The test is named after Maurice Stevenson Bartlett.
==Specification==
Bartlett's test is used to test the null hypothesis, ''H''0 that all ''k'' population variances are equal against the alternative that at least two are different.
If there are ''k'' samples with size n_i and sample variances S_i^2 then Bartlett's test statistic is
:\chi^2 = \frac\left(\sum_^k(\frac) - \frac\right)}

where N = \sum_^k n_i and S_p^2 = \frac \sum_i (n_i-1)S_i^2 is the pooled estimate for the variance.
The test statistic has approximately a \chi^2_ distribution. Thus the null hypothesis is rejected if \chi^2 > \chi^2_ (where \chi^2_ is the upper tail critical value for the \chi^2_ distribution).
Bartlett's test is a modification of the corresponding likelihood ratio test designed to make the approximation to the \chi^2_ distribution better (Bartlett, 1937).

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
ウィキペディアで「Bartlett's test」の詳細全文を読む



スポンサード リンク
翻訳と辞書 : 翻訳のためのインターネットリソース

Copyright(C) kotoba.ne.jp 1997-2016. All Rights Reserved.