Cochran's test

Cochran's test

[′käk·rənz ‚test]
(statistics)
A test used when one estimated variance appears to be very much larger than the remainder of the estimated variances; based on the ratio of the largest estimate of the variance to the total of all the estimates.
References in periodicals archive ?
Cochran's test of maximum variance identified 1 analytical outlier.
Finally, the disagreements in classification among different analytic procedures are tested for significance using Cochran's test for categorical outcomes and a rank based nonparametric analysis of variance for dependent sample design.
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