Brief investigation of tests of variability in the two-sample case
Several robust methods for testing variability have been reported in previous literature. An examination of these procedures for a wide variety of populations confirms their general robustness. Shoemaker's improvement of the F-test extends its use to a realistic variety of population shapes. However, some combination of the Brown-Forsythe and O'Brien methods is needed to cover the full range of population shapes.
robust methods shoemaker brown-forsythe o'brien