Tests for aggregated dispersion: Van Valen’s test and a new competitor

Publication Name

Environmental and Ecological Statistics


Van Valen’s test is usually applied as a two sample test for equality of dispersion for multivariate data. Motivated by a comment of Manly (Van Valen’s test. Encyclopedia of Statistical Sciences, 2006) that “Little is known about the properties of Van Valen’s test” we develop an alternative test and compare the Van Valen test with our alternative robust test in an extensive simulation study. We find that Van Valen’s test does not actually test for equality of variance sums; however, for that null hypothesis it still performs well in terms of closeness to the nominal significance level. Due to testing the correct null hypothesis and the excellent adherence to the nominal significance level, we recommend the use of the robust test as a permutation test.

Open Access Status

This publication is not available as open access



Link to publisher version (DOI)