Comparison of standard deviations
Performs an F-test to compare the known standard deviations of two independent samples.
For both samples, you enter:
- Standard deviation: the observed standard deviation.
- Sample size: the sample size or total number of observations in the sample.
In this test, the square of the standard deviations is calculated to obtain the corresponding variances, and an F-test is performed.
If the P-value is less than 0.05, the conclusion is that the two standard deviations indeed differ significantly.