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).