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.
31 Total SNK 1000 > 385 ppm Fa 20: 385 > Fa 30, 59: 1000 1000 ppm > 385 ppm 1000 ppm: Fa 30 1000: Fa 30 > > 1, 17, 20, 39, 47 20, 39, 47 C = Cochran's test = nonsignificant.
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.
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.
Full browser ?