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F-test for equal variances

Do two samples come from populations with the same variance ?


$\displaystyle H_0:\sigma_1$ $\displaystyle =$ $\displaystyle \sigma_2$ (6.8)
$\displaystyle H_1: \sigma_1$ $\displaystyle \neq$ $\displaystyle \sigma_2 \nonumber$  

Two-sided test using an F test statistic distributed as an F distribution with $ n_1$ and $ n_2$ degrees of freedom . The F distribution is named after the famous statistician Sir R. Fisher who discovered it while inventing the widely used ANalysis Of VAriance techniques.

$\displaystyle F$ $\displaystyle =$ $\displaystyle \frac{s_1^2}{s_2^2}\sim F(n_1-1,n_2-1)$  



David Stephenson 2005-09-30