The Hartley test is an extension of the F distribution-based hypothesis test checking if two samples have different variances.
The F test works with two samples allowing us to compare two population variances based on the two samples. This test does not work for three or more populations. We could conduct multiple pairwise comparisons, yet the probability of an erroneous result is significant.
Bartlett’s Test and Levene’s Test are non-parametric checks for homogeneity of variances. Bartlett’s Test pretty much expects the underlying data to be normally distributed.
Levene’s Test is a better choice when you’re not sure the data is normal. Both are conservative and time-consuming to calculate.
We need another way to check for equal variances. [Read more…]