UJIKESAMAAN

BEBERAPAVARIANS
Oleh:RudiSalam
Sekolah Tinggi Ilmu Statistik
rudisalam@stis.ac.id 1

1
UJIBARTLETT

Sekolah Tinggi Ilmu Statistik

rudisalam@stis.ac.id 2

Pengantar
Bartlett'stest(Snedecor andCochran,1983)is
usedtotestifk sampleshaveequalvariances.
Equalvariancesacrosssamplesiscalled
homogeneityofvariances.Somestatistical
tests,forexampletheanalysisofvariance,
assumethatvariancesareequalacrossgroups
orsamples.TheBartletttestcanbeusedto
verifythatassumption.

Pengantar
Bartlett'stestissensitivetodeparturesfrom
normality.Thatis,ifyoursamplescomefrom
nonnormaldistributions,thenBartlett'stest
maysimplybetestingfornonnormality.The
Levene test isanalternativetotheBartlett
testthatislesssensitivetodeparturesfrom
normality.

Hipotesis
TheBartletttestisdefinedas:
H 0 : 12 22 k2
H1 : i2 2j untuk paling tidak satu pasang i, j
atau H1 : tidak semua varians sama

TheBartlettteststatisticisdesignedtotestfor
equalityofvariancesacrossgroupsagainstthe
alternativethatvariancesareunequalforat
leasttwogroups.

Statistik Uji
1 2 n1 1 2 n2 1
2 nk 1
b 2 s1 s2 sk

sp

1
N k

Intheabove,si2 isthevarianceoftheith group,

N isthetotalsamplesize,ni isthesamplesizeof
theith group,k isthenumberofgroups,andsp2
isthepooledvariance.Thepooledvarianceisa
weightedaverageofthegroupvariancesandis
definedas: 2
1 k
2
sp

n 1 s

N k
i 1

Statistik Uji
Jika n1=n2==nk=n,H0akan ditolak pada
tingkat signifikansi jika
b bk ; n
Jika ukuran sampelnya tidak sama,H0akan
ditolak pada tingkat signifikansi jika
b bk ; n1 , n2 , , nk
dengan
n1bk , n1 n2bk , n2 nk bk , nk
bk ; n1 , n2 ,, nk
N

Statistik Uji Lain

X2

N k ln s

2
p

1
ln
s

i1 i
i
k

k 1
1
1
1
i 1

3 k 1
n
1
N
k

Varians dikatakan unequal(H0tolak)jika

X 2 12 ,k 1

Whereisthecriticalvalue
ofthechi
1 , k 1

square distributionwithk 1degreesof

freedomandasignificancelevelof.

Contoh
Data:

k1

k2

k3

k4

49.20

97.50

97.07

62.10

110.60

44.54

105.00

73.40

94.95

57.10

45.80

58.05

68.50

142.50

117.60

95.84

86.60

91.85

53.00

77.71

30.10

58.35

106.60

175.00

150.00

36.50

72.80

0.57

79.50

82.90

82.30

116.70

0.79

29.50

111.50

87.85

45.15

0.77

78.40

105.00

70.35

0.81

127.50

95.22

77.40

Solusi
Hipotesis:
Diket:n1=20,n2=9,n3=9,n4=7,N=45,k=4
H0akan ditolak jika

Solusi
Penghitungan

Keputusan:Gagal tolak H0

2
UJILEVENE

Sekolah Tinggi Ilmu Statistik

rudisalam@stis.ac.id 12

Pengantar
Levene's test(Levene 1960)isusedtotestifk
sampleshaveequalvariances.
Equalvariancesacrosssamplesiscalled
homogeneityofvariance.
Somestatisticaltests,forexampletheanalysis
ofvariance,assumethatvariancesareequal
acrossgroupsorsamples.TheLevene testcan
beusedtoverifythatassumption.
rudisalam@stis.ac.id 13

Pengantar
Levene's testisanalternativetotheBartlett
test.
TheLevene testislesssensitivethanthe
Bartletttesttodeparturesfromnormality.
Ifyouhavestrongevidencethatyourdatado
infactcomefromanormal,ornearlynormal,
distribution,thenBartlett'stesthasbetter
performance.
rudisalam@stis.ac.id 14

Hipotesis
TheLevene testisdefinedas:
H 0 : 12 22 k2
H1 : i2 2j for at least one pair i, j

rudisalam@stis.ac.id 15

Statistik Uji
Statistik uji:
GivenavariableY withsampleofsizeN
dividedintok subgroups,whereNi isthe
samplesizeoftheith subgroup,theLevene
teststatisticisdefinedas:
N k i 1 N i Vi. V..

L
2
k
N
1
k

i 1 j 1 Vij Vi.
2

rudisalam@stis.ac.id 16

Statistik Uji
WhereVij canhaveoneofthefollowingthree
definitions:
Vij Yij Yi. di mana Yi. adalah mean dari subgrup ke i
Vij Yij Yi. di mana Yi. adalah median dari subgrup ke i
'

'

Vij Yij Yi. di mana Yi. adalah trimmed mean dari subgrup ke i

rudisalam@stis.ac.id 17

Statistik Uji
V..
Vi. arethegroupmeansoftheVij andisthe
overallmeanoftheVij.
Thethreechoicesfordefiningdeterminethe
robustnessandpowerofLevene's test.By
robustness,wemeantheabilityofthetesttonot
falselydetectunequalvarianceswhenthe
underlyingdataarenotnormallydistributedand
thevariablesareinfactequal.Bypower,we
meantheabilityofthetesttodetectunequal
varianceswhenthevariancesareinfactunequal.

rudisalam@stis.ac.id 18

Statistik Uji
Levene's originalpaperonlyproposedusingthe
mean.BrownandForsythe(1974))extended
Levene's testtouseeitherthemedianorthe
trimmedmeaninadditiontothemean.They
performedMonteCarlostudiesthatindicated
thatusingthetrimmedmeanperformedbest
whentheunderlyingdatafollowedaCauchy
distribution(i.e.,heavytailed)andthemedian
performedbestwhentheunderlyingdata
followeda24(i.e.,skewed)distribution.Using
themeanprovidedthebestpowerforsymmetric,
moderatetailed,distributions.
rudisalam@stis.ac.id 19

Statistik Uji
Althoughtheoptimalchoicedependsonthe
underlyingdistribution,thedefinitionbased
onthemedian isrecommendedasthechoice
thatprovidesgoodrobustnessagainstmany
typesofnonnormaldatawhileretaininggood
power.Ifyouhaveknowledgeofthe
underlyingdistributionofthedata,thismay
indicateusingoneoftheotherchoices.

rudisalam@stis.ac.id 20

DaerahKritis
TheLevene testrejectsthehypothesisthatthe
variancesareequalif
L >F,k1,Nk
whereF,k1,Nk istheuppercriticalvalue oftheF
distribution withk1andNk degreesof
freedomatasignificancelevelof.
Note:SPSSmenggunakan mean,
Minitabmenggunakan median
rudisalam@stis.ac.id 21