homoscedasticity

English

Alternative forms

• homoskedasticity

Pronunciation

• (UK) IPA^(key): /həʊməʊskɪdæsˈtɪsɪti/
• (US) IPA^(key): /hoʊmoʊsɪdæsˈtɪsɪti/

Noun

homoscedasticity (usually uncountable, plural homoscedasticities)

1. (statistics) A property of a set of random variables such that each variable has the same finite variance.
   • 1989, AW Storey, “The freshwater mussel, Westralunio carteri Iredale, as a biological monitor of organochlorine pesticides”, in Australian Journal of Marine and Freshwater Research, volume 40, number 6, page 587:

     Before analysis, homoscedasticities of sample variances were assessed by Cochran's C and Bartlett's Box tests.

   • 2010, Min Gyo Koo, Island Disputes and Maritime Regime Building in East Asia‎^[1], footnote, page 46:

     Unlike OLS^{[Ordinary Least Squares]} regression, logistic regression does not assume linearity of relationship between dependent and independent variables; does not require normally distributed variables; does not assume homoscedasticity; and in general has less stringent requirements.

   • 2010, Francesca Greselin, Salvatore Ingrassia, “Weakly Homoscedastic Constraints for Mixtures of t-Distributions”, in Andreas Fink, Berthold Lausen, Wilfried Seidel, Alfred Ultsch, editors, Advances in Data Analysis, Data Handling and Business Intelligence‎^[2], Springer, page 225:

     Preliminarily, the weak homoscedasticity of the two classes has been tested: […] .

   • 2013, Chandan Mukherjee, Howard White, Marc Wuyts, Econometrics and Data Analysis for Developing Countries‎^[3], page 264:

     Thus, Glejser's test also rejects the hypothesis of homoscedasticity.

Antonyms

• (antonym(s) of "statistics"): heteroscedasticity

Related terms

• homoscedastic

Translations

property of a set of random variables

• Catalan: homoscedasticitat f
• Chinese:

  Mandarin: 同方差性 (tóng fāngchà xìng)

• Finnish: homoskedastisuus
• French: homoscédasticité (fr) f
• German: Homoskedastizität f
• Greek: ομοσκεδαστικότητα (el) f (omoskedastikótita)
• Italian: omoschedasticità (it) f
• Japanese: 等分散性 (tōbunsansei)
• Spanish: homocedasticidad (es) f