homoscedasticity

Definition

A property of a set of random variables such that each variable has the same finite variance.

Etymology

From homo- + scedasticity.

Example Sentences

• "Before analysis, homoscedasticities of sample variances were assessed by Cochran's C and Bartlett's Box tests."
• "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."
• "Preliminarily, the weak homoscedasticity of the two classes has been tested:[…]."