What is an F-test for the equality of variances?
1 Answer
An F-test is used to test if the variances of two populations are equal.
Explanation:
An F-test is used to test if the variances of two populations are equal. The statistic we define to test this is the ratio of the two variances:
Where
We define
The two tailed test is arranged as follows. Reject the null hypothesis if:
or
The one-tailed versions only test in one direction, that is the variance from the first population is either greater than or less than (but not both) the second population variance.
For more information, please see:
http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm