F-Test for σ₁²/σ₂²¶
Overview¶
The F-test compares two population variances.
Test Statistic¶
\[
F = \frac{S_1^2}{S_2^2} \sim F_{n_1-1, n_2-1} \text{ under } H_0: \sigma_1^2 = \sigma_2^2
\]
Caution¶
The F-test is highly sensitive to non-normality. Levene's test or Brown-Forsythe test are more robust alternatives.