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 ?
Heterogeneity of the variances was assessed by Cochran's test with no significant differences among variances.
Exploratory data analysis (Cochran's test) (LOPES, 2003), to assess the homogeneity of variances;
Using Cochran's test, the homoscedasticity of variances is compared; that is, it is possible to assess whether the variance of the obtained results by a group is excessive compared to the other groups; it is a one-sided test.
T-tests for comparative pair treatment and Cochran's test were used to analyze the decision variables.
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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