Homogeneity of variance
The assumption of homogeneity of variance is that the variance within each of the populations is equal. This is an assumption of analysis of variance (ANOVA). ANOVA works well even when this assumption is violated except in the case where there are unequal numbers of subjects in the various groups. If the variances are not homogeneous, they are said to be heterogeneous.
The three main tests used to prove homogeneity of variance are the F max test, Brown-Forsythe test and Levene`s test.
*Note: If homogeneity of variance is not proved, then an F test is invalid.
**Note: In parametric statistics, we always assume that the distribution is a normal distribution. If the distribution is not normal, e.g. categorical distributions, then we use non-parametric statistics such as the chi squared test.
Watch the video
Table of Contents
