A robust modification of Levene's Test using the Median.
Use this to check for Homogeneity of Variance when data is non-normal or skewed.
The Brown-Forsythe test is a statistical test for the equality of group variances based on performing an ANOVA on the absolute deviations from the group medians. While mathematically similar to Levene's test, the use of the median makes the Brown-Forsythe test much more robust against outliers and skewed distributions.
You should prioritize Brown-Forsythe over the standard Levene's (Mean) test when:
Our tool runs on Python (Google Cloud Functions) using the scipy.stats.levene function with the center='median' parameter. We have cross-validated the F-statistic and P-values against R to ensure 4-decimal place accuracy.
We provide specialized visualizations to help you understand the spread of your data:
A comprehensive PDF Report is generated instantly for your documentation.
To ensure browser responsiveness for our interactive charts:
CSV import supported. Data is processed in memory for maximum privacy.
Both tests check for equal variances. However, the original Levene's test uses the arithmetic mean. If your data contains outliers, the mean is pulled toward them, which can artificially inflate the variance calculation. The Brown-Forsythe uses the median, which is resistant to outliers, providing a more accurate assessment of variance for non-normal data.