Modificações e alternativas aos testes de Levene e de Brown e Forsythe para igualdade de variâncias e médias

Abstract

The usual tests to compare variances and means (e.g. Bartlett’s test and F-test) assume that the sample comes from a normal distribution. In addition, the test for equality of means requires the assumption of homogeneity of variances. In some situation those assumptions are not satisfied, hence we may face problems like excessive size and low power. In this paper, we describe two tests, namely the Levene’s test for equality of variances, which is robust under nonnormality; and the Brown and Forsythe’s test for equality of means. We also present some modifications of the Levene’s test and Brown and Forsythe’s test, proposed by different authors. We analyzed and applied one modified form of Brown and Forsythe’s test to a real data set. This test is a robust alternative under nonnormality, heteroscedasticity and also when the data set has influential observations. The equality of variance can be well tested by Levene’s test with centering at the sample median.