A comparative study of various tests for the equality of two opulation variances

In this paper we consider some of the prominent tests that are available in the literature for the problem of testing the equality of two population variances and compare their performance through an extensive Monte Carlo study. For this purpose we consider the normal distribution and several other symmetric and some skewed alternatives to the normal and also take various choices for the two sample sizes. Based on the simulated values of the level of significance and the power of all these tests, we make some recommendations regarding the usage of these tests. Finally, we also consider a numerical example and illustrate clearly all the test procedures considered in this study.