Solved – Using F-tests for variance in non-normal populations

anovadata transformationf-testnormal distributionnormalization

I'm fairly new to stats, so please excuse me if this problem is hopelessly elementary or misinformed. Basically, I'm wondering if you can help me understand whether I'm using the F-Test for variance correctly.

I have two fairly small populations (n=15), and I'd like to employ a statistical test to determine their respective variances differ significantly. Group A is relatively normally distributed, and group B is skewed left. Originally, I used an F-Test for variance to test for a difference in variance, but then I learned that the F-test can yield false positives if a population isn't normally distributed (as is the case with group B). To remedy this, I created a distribution of sample means for each of the two groups and then performed the F-Test to compare the variance of those distributions. Those distributions of sample means are obviously normal. However, is it appropriate to do an F-Test for variance on those distributions? And how exactly should I interpret the test results?

Just in case it's important, the software I'm using is R and the F-test in R is accessed through var.test()

Best Answer

You started out wanting a test of equality of variances of the raw data, which seems reasonable. Then you switched to considering variances of means. No motivation was provided for doing this, and I suspect this step is not logical.

To your original problem, if a distribution is skewed, one could argue that the variance is not an optimum dispersion measure. What was the motivation for wanting to use variance as the dispersion measure, and what root problem are you trying to solve? If you are ultimately just wanting to know of observations from population A are bigger than those in B, the Wilcoxon test may be in order.

Related Question