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Nonparametric Tests: Kolmogorov Smirnov test for variance testing

Hello:

 

I have multiple (large data) distribution that I have already tested the means and determined that they are the same and roughly zero. This is what I expected based on subject expertize. Two of the distribution have larger variations than my other distribution. I see this graphically and based on the summary statistics. I want to be more formal and test for differences in the variances. I was thinking of doing Kolmogorov Smimov testing; however, I could not figure out how to do this for my 12 distributions simultanously. Should I even be using the KS test for this purpose? I do not want to be tied to normal distribution testing. Suggestions are appreciated.

 

Rob

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Re: Nonparametric Tests: Kolmogorov Smirnov test for variance testing

Generally speaking, the non-parametric tests help you decide if two or more populations are different with regard to any parameter. They are not specific to a particular parameter, as are tested with the parametric tests.

Learn it once, use it forever!

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txnelson
Super User

Re: Nonparametric Tests: Kolmogorov Smirnov test for variance testing

JMP provides several statistical tests for comparing the variances between multiple groups.  Under Fit Y by X (oneway), you can select "Unequal Variances" from the red triangle, and JMP will provide a list of stats that will give you a better option than KS for testing the variances.

Jim
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Re: Nonparametric Tests: Kolmogorov Smirnov test for variance testing

Thanks.
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Re: Nonparametric Tests: Kolmogorov Smirnov test for variance testing

Generally speaking, the non-parametric tests help you decide if two or more populations are different with regard to any parameter. They are not specific to a particular parameter, as are tested with the parametric tests.

Learn it once, use it forever!

View solution in original post

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