Tests for homogeneity of variance

Tests for the homogeneity of variance of independent samples and their properties and assumptions.

Test Purpose
F Test if the ratio of the variances is equal to a hypothesized value.

Assumes the populations are normally distributed and is extremely sensitive to departures from normality. The Levene and Brown-Forsythe tests are more robust against violations of the normality assumption than the F-test.

Bartlett Test if the variances are equal.

Assumes the populations are normally distributed and is extremely sensitive to departures from normality. The Levene and Brown-Forsythe tests are more robust against violations of the normality assumption than Bartlett's test.

Levene Test if the variances are equal.

Most powerful test for symmetric, moderate-tailed, distributions.

Brown-Forsythe Test if the variances are equal.

Robust against many types of non-normality.