- (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, 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, 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, page 264:
- Thus, Glejser's test also rejects the hypothesis of homoscedasticity.
- (statistics): heteroscedasticity
property of a set of random variables