Permutation Test For Standard Deviations Of Two Samples

Sample A

Sample B


Item count: A=20, B=20
Std. dev.: A=11.44, B=14.81

σA - σB = -3.37

Difference of standard deviations for 10,000 sample permutations -12 -10 -8 -6 -4 -2 0 2 4 6 8 10 12 0 100 200 300 The red circle shows the difference σ(A) and σ(B) for the original samples Lower differences: 6.3% of resamples Higher differences: 93.7% of resamples
The values are randomly shuffled between the two samples to see how much this changes the difference in their standard deviations.
An A-B difference further from zero than most shuffled cases suggests that A and B came from populations with different characteristics.

An
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