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F Test

  In comparing two independent samples of size N1 and N2 the F Test provides a measure for the probability that they have the same variance. The estimators of the variance are s12 and s22. We define as test statistic their ratio T = s12/ s22, which follows an F Distribution with f1= N1-1 and f2= N2-1 degrees of freedom. One can formulate the F test for three different hypotheses, defined by:

Tables of the quantiles , etc., of the F distribution can be found in the literature (e.g. [Brandt83]).



Rudolf K. Bock, 7 April 1998