📊Honors Statistics Unit 13 Review
13.4 Test of Two Variances
13.4 Test of Two Variances
Unit & Topic Study Guides
Sampling and Data
Descriptive Statistics
Probability Topics
Discrete Random Variables
Continuous Random Variables
The Normal Distribution
The Central Limit Theorem
Confidence Intervals
Hypothesis Testing with One Sample
Hypothesis Testing with Two Samples
The Chi–Square Distribution
Linear Regression and Correlation
Test of Two Variances
The F-test for two variances lets you determine whether two populations have the same spread (variance). This matters because many statistical procedures, including pooled t-tests and ANOVA, assume equal variances across groups. If that assumption fails, your results from those procedures can be unreliable.

F-Ratio for Variance Comparison
The F-ratio compares the variances of two independent samples drawn from normally distributed populations.
- = sample variance of the first sample
- = sample variance of the second sample
By convention, you place the larger sample variance in the numerator and the smaller in the denominator. This guarantees the F-ratio is always , which simplifies looking up critical values.
Each sample contributes its own degrees of freedom:
- Numerator degrees of freedom: , where is the sample size associated with the larger variance
- Denominator degrees of freedom: , where is the sample size associated with the smaller variance
Be careful here: always belongs to whichever sample you placed in the numerator, not necessarily "sample 1" from the problem statement. Mixing these up is a common mistake.
Interpretation of F-Ratio Results
The hypotheses for this test are:
- Null hypothesis : (the population variances are equal, sometimes called homogeneity of variances)
- Alternative hypothesis : (the population variances are not equal)
An F-ratio close to 1 means the two sample variances are similar, which supports . An F-ratio much larger than 1 suggests the variances differ meaningfully.
Decision rule:
- Choose a significance level (typically ).
- Find the critical F-value from an F-distribution table using and .
- If your calculated F-ratio > critical F-value, reject and conclude the population variances are not equal.
- If your calculated F-ratio critical F-value, fail to reject . You don't have enough evidence to say the variances differ.
Note that when you always place the larger variance in the numerator, you're effectively running a one-tailed test in the right tail. If the research question calls for a true two-tailed test (testing whether either variance could be larger), you need to halve before looking up the critical value, or use the p-value approach and compare to .

Appropriateness of the F-Test
The F-test for equality of two variances requires three conditions:
- The two samples are independent of each other
- Both populations are normally distributed
- Sample sizes are relatively small (generally )
The biggest limitation of this test is that it's very sensitive to non-normality. Even mild skewness or heavy tails can inflate the Type I error rate, especially with small samples. This is different from the t-test, which is fairly robust to non-normality. With the variance F-test, the normality assumption really matters.
If you suspect non-normality, consider alternatives like Levene's test or the Brown-Forsythe test, both of which are more resistant to departures from normality.
For larger samples (), the sampling distribution of variances becomes more stable, making the F-test somewhat more robust. Still, you should check normality before applying the test using:
- Graphical methods: histograms, Q-Q plots
- Formal tests: Shapiro-Wilk test
Statistical Errors and Power
Two types of errors can occur with any hypothesis test, including this one:
- Type I error: Rejecting when the population variances actually are equal. The probability of this equals your significance level .
- Type II error: Failing to reject when the population variances actually differ. The probability of this is denoted .
Statistical power is the probability of correctly rejecting a false . Power increases when:
- Sample sizes are larger
- The true difference between the variances (effect size) is larger
- You use a higher significance level (though this also raises Type I error risk)
For the variance F-test specifically, power tends to be low unless the difference in variances is quite large or sample sizes are substantial. This is worth keeping in mind: a "fail to reject" result doesn't necessarily mean the variances are equal; you may simply lack the power to detect a real difference.