Permutation Test For Standard Deviations Of Two Samples
Sample A
84.3 50.45 63.95 61.78 57.58 88.63 57.45 73.06 57.79 68.34 73.83 61.94 73.16 54.08 78.1 67.3 82.51 83.71 81.23 59.35
Sample B
64.99 59.37 72 89.25 83.37 63.85 78.68 94.55 92.98 86.87 62.79 51.08 51.56 71.17 93.34 56.65 75.59 98.55 76.27 81.32
Compare Samples
Item count: A=20, B=20
Std. dev.: A=11.44, B=14.81
σ
A
- σ
B
= -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:
5.9% of resamples
Higher differences:
94.1% 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.
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