Editing F-test (section)

===''F''-test of the equality of two variances===
{{Main|F-test of equality of variances}}

The ''F''-test is [[robust statistics|sensitive]] to [[normal distribution|non-normality]].<ref>{{cite journal | last=Box | first=G. E. P. |author-link= George E. P. Box| journal=Biometrika | year=1953 | title=Non-Normality and Tests on Variances  | pages=318–335 | volume=40 | jstor=2333350 | issue=3/4 | doi=10.1093/biomet/40.3-4.318}}</ref><ref>{{cite journal | last=Markowski | first=Carol A |author2=Markowski, Edward P. | year = 1990 | title=Conditions for the Effectiveness of a Preliminary Test of Variance | journal=[[The American Statistician]] | pages=322–326 | volume=44 | jstor=2684360 | doi=10.2307/2684360 | issue=4}}</ref> In the [[analysis of variance]] (ANOVA), alternative tests include [[Levene's test]], [[Bartlett's test]], and the [[Brown–Forsythe test]]. However, when any of these tests are conducted to test the underlying assumption of [[homoscedasticity]] (''i.e.'' homogeneity of variance), as a preliminary step to testing for mean effects, there is an increase in the experiment-wise [[Type I error]] rate.<ref>{{cite journal |last=Sawilowsky |first=S. |year=2002 |title=Fermat, Schubert, Einstein, and Behrens–Fisher: The Probable Difference Between Two Means When σ<sub>1</sub><sup>2</sup> ≠ σ<sub>2</sub><sup>2</sup> |journal=Journal of Modern Applied Statistical Methods |volume=1 |issue=2 |pages=461–472 |doi=10.22237/jmasm/1036109940 |url=http://digitalcommons.wayne.edu/jmasm/vol1/iss2/55 |access-date=2015-03-30 |archive-url=https://web.archive.org/web/20150403095901/http://digitalcommons.wayne.edu/jmasm/vol1/iss2/55/ |archive-date=2015-04-03 |url-status=live |doi-access=free }}</ref>