F test

From HandWiki


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:

Hepa img326.gif

Tables of the quantiles Hepa img327.gif , etc., of the F distribution can be found in the literature (e.g. Brandt83).