5.4.6 Comparison of Two Sigmas - for comparing the standard deviations of two normal distributions


This statlet determines the required sample size for comparing the standard deviations of two normal distributions. The tabs are:

Input

Sample size

Power curve


Input

The input tab permits you to specify information about the estimation or test you wish to perform:

Enter:

Hypothesized ratio - the hypothesized value of the ratio of the population variances specified by the null hypothesis.

Tolerance - if selected, the sample size necessary to achieve a confidence interval of the specified width will be determined.

Power - if selected, the sample size necessary to achieve a test with the indicated power will be determined. Specify the probability of a Type I error (alpha), the probability of a Type II error (beta), and the alternative at which the power will be controlled. If the desired test is two-sided, be sure the checkbox labeled "Two-sided" is checked.

For more details on hypothesis tests, see the Glossary.

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Sample size

This tab shows the sample size needed to meet the requirements entered on the input panel:

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Power curve

This tab shows the power curve for the determined sample size:

The power curve shows the probability of rejecting the null hypothesis as a function of the true ratio of the population variances.

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