The F-test calculates the ratio of two sample variance to test whether or not the two data samples come from populations with equal variances. And the hypotheses take the form:
vs Two Tailed
vs Upper tailed
vs Lower tailed
And the F-test statistic is calculated as:
where and are observed sample variances. A ratio of 1 implies equal sample variances, while ratios that deviate from 1 indicate unequal population variances. The hypothesis that the variances of the two samples are equal is rejected if , where p is the calculated probability and is the chosen significance level.
The upper and lower confidence limit values for F-test statistic is:
where and represents the lower and upper critical values for an F-distribution with and degrees of freedom, and level of significance.