Afzal Wadood
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Afzal Wadood's post in Test for Equal Variances was marked as the answerThere are multiple statistical test are available to compare the variance of different populations. Below are some of the test:
F test: This is suitable in case the populations are normally distributed or near to that. This is a parametric test and used for comparing 2 populations variance.
Bartlett's test : Like F test , this is also used if the populations are normally distributed or near to that. This is also a parametric test and can be used for comparing more than 2 populations variance.
Levene’s Test: This is again a test for variance comparison and can be used for both normal and non-normal data. This can be used for two or more than two population samples.
These test are often used as part of mean comparison test wherever we have assumed equal variance for the population samples. For multiple comparisons in these test , we have individual and Simultaneous Confidence interval. Individual confidence level will show percentage of confidence that the true population parameter for that population will lie in the Confidence interval. Simultaneous Confidence interval is derived from the individual confidence intervals of multiple populations. It can be interpreted as % of confidence that the entire set of confidence intervals includes the true population standard deviations for all groups.