CafféSospeso CafféSospeso - 8 months ago 60
R Question

Compare variances between two populations with different means

I would like to compare two populations which have different means. I want to find a way to compare their variances, to have an idea of which of the two populations have values that disperse further from the mean.

The issues is that I think I should need a variance standardized/normalized on the mean value of each distribution.


The next step would be to get a function in R that it is able to do that.

Answer Source

You don't need to standardise/normalise because variance is calculated as distance from the mean so is already normalised around the sample mean.

To demonstrate this run the following code


You'll see while the mean is different the variance of the two samples is identical (allowing for some difference due to pseudo-random number generation and sample size)