VarianceEquivalenceTest

VarianceEquivalenceTest[{data1,data2,…}] tests whether the variances of the datai are equal.

VarianceEquivalenceTest[{data1,…},"property"] returns the value of "property".

Examples

Test if two samples have equal variances:

data1 = RandomVariate[NormalDistribution[0, 1], 50];
data2 = RandomVariate[NormalDistribution[0, 2], 50];
VarianceEquivalenceTest[{data1, data2}]

Get the p-value:

VarianceEquivalenceTest[{data1, data2}, "PValue"]

Please visit the official Wolfram Language Reference for more details.