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  2. Bartlett's test - Wikipedia

    en.wikipedia.org/wiki/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.

  3. Homoscedasticity and heteroscedasticity - Wikipedia

    en.wikipedia.org/wiki/Homoscedasticity_and...

    [28] [29] Bartlett's test for heteroscedasticity between grouped data, used most commonly in the univariate case, has also been extended for the multivariate case, but a tractable solution only exists for 2 groups. [30] Approximations exist for more than two groups, and they are both called Box's M test.

  4. Bartlett's method - Wikipedia

    en.wikipedia.org/wiki/Bartlett's_method

    In time series analysis, Bartlett's method (also known as the method of averaged periodograms [1]), is used for estimating power spectra. It provides a way to reduce the variance of the periodogram in exchange for a reduction of resolution, compared to standard periodograms .

  5. Kaiser–Meyer–Olkin test - Wikipedia

    en.wikipedia.org/wiki/Kaiser–Meyer–Olkin_test

    The Kaiser–Meyer–Olkin (KMO) test is a statistical measure to determine how suited data is for factor analysis. The test measures sampling adequacy for each variable in the model and the complete model. The statistic is a measure of the proportion of variance among variables that might be common variance.

  6. Correlogram - Wikipedia

    en.wikipedia.org/wiki/Correlogram

    This test is an approximate one and assumes that the time-series is Gaussian. In the above, z 1−α/2 is the quantile of the normal distribution; SE is the standard error, which can be computed by Bartlett's formula for MA(ℓ) processes: =

  7. Sample size determination - Wikipedia

    en.wikipedia.org/wiki/Sample_size_determination

    The table shown on the right can be used in a two-sample t-test to estimate the sample sizes of an experimental group and a control group that are of equal size, that is, the total number of individuals in the trial is twice that of the number given, and the desired significance level is 0.05. [4]

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  9. F-test - Wikipedia

    en.wikipedia.org/wiki/F-test

    An f-test pdf with d1 and d2 = 10, at a significance level of 0.05. (Red shaded region indicates the critical region) An F-test is a statistical test that compares variances. It's used to determine if the variances of two samples, or if the ratios of variances among multiple samples, are significantly different.