F-Test for Equality of Variances
Hypothesis Testing
Testing Whether Groups Differ in Variability
The F-test for variances evaluates whether two populations have equal spread, a critical assumption for many statistical procedures. Understanding variance equality is essential for choosing appropriate analysis methods.
- Quality Control — Comparing consistency of different manufacturing processes
- Finance — Assessing whether investment portfolios have different risk levels
- Agricultural Research — Testing uniformity of crop yields across treatments
The F-test for variances is the prerequisite for comparing means.
Tests H₀: σ₁² = σ₂² using the ratio of sample variances.
Under H₀, F follows an F-distribution with (n₁−1, n₂−1) degrees of freedom.