Conover's Two-Sample Squared Ranks Test for Equality of Variance

version 1.0.0.0 (8.16 KB) by Benjamin Levy
Performs two-sample squared ranks test for equality of variance.

1.5K Downloads

Updated 12 Mar 2004

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Performs the nonparametric squared ranks test on quality of variance for two samples. Based on Conover (1981), 'Practical Nonparametric Statistics', pp. 239-248.

Uses normal approximation for for m >10 (MATLAB fxn norminv or table if norminv unavailable). Uses normal approximation if ties exist. Uses tabulated critical values from Conover if small samples sizes and no ties.

Input:
x vector;
y vector;
type I error rate;
alternative hypothesis type (upper, lower, two-sided)

Output:
squared ranks test statistic if no ties;
squared ranks test statistic if ties;
decision (1 reject; 0 fail to reject);
Type I error rate;
alternative hypothesis type;
lower side critical value;
upper side critical value.

Cite As

Benjamin Levy (2022). Conover's Two-Sample Squared Ranks Test for Equality of Variance (https://www.mathworks.com/matlabcentral/fileexchange/4584-conover-s-two-sample-squared-ranks-test-for-equality-of-variance), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R13
Compatible with any release
Platform Compatibility
Windows macOS Linux

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