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Comparison of standard deviations

Description

Performs an F-test to compare the known standard deviations of two independent samples.

Required input

For both samples, you enter:

  • Standard deviation: the observed standard deviation.
  • Sample size: the sample size or total number of observations in the sample.

Results

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.

Link

Go to Comparison of standard deviations.