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welchanova

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11 Jun 2012 (Updated )

Welch ANOVA Test for Unequal Variances.

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Description

The ANOVA F-test to compare the means of k normally distributed populations is not applicable when the variances are unknown, and not known to be equal. A spacial case, k=2, is the famous Behrens-Fisher problem (Behrens, 1929; Fisher, 1935). Welch (1951) test was proposed to fill this void, a generalization to his 1947 previous paper (Welch, 1947).

Syntax: function welchanova(x,alpha)

Inputs:
x – data nx2 matrix (Col 1 = data; Col 2 = sample code)
alpha - significance level (default=0.05)

Outputs:
- Summary statistics from the samples
- Decision on the null-hypothesis tested

Required Products Statistics Toolbox
MATLAB release MATLAB 7.10 (R2010a)
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11 Jun 2012

It was added an appropriate format to cite this file.

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