Fligner-Killeen test

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Fligner-Killeen test

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The Fligner-Killeen median test is a test for homogeneity of variances that is robust against departures from Normality (Conover et al. (1981), [CON1]). It is a k-sample simple linear rank method that uses the ranks of the absolute values of the centered samples, and weights

where qnorm() is the R function that returns the specified quantiles of the Normal distribution. The version implemented in the R base package uses median centering in each of the samples.

References

[CON1] Conover W J, Johnson M E, Johnson M M (1981) A comparative study of tests for homogeneity of variances, with applications to the outer continental shelf bidding data. Technometrics, 23, 351–361