The chi-squared test is the most common hypothesis test for the variance of a normally distributed population. This is because when testing the variance of a normal distribution, the test statistic follows a chi-squared distribution. The chi-squared test statistic is calculated as:
χ2=σ02(n−1)s2
where:
- n is the sample size
- s2 is the sample variance
- σ02 is the hypothesized population variance
This test statistic follows a chi-squared distribution with (n−1) degrees of freedom under the null hypothesis.
Why other options are incorrect:
- F-test: Used for comparing variances of two normally distributed populations, not testing a single variance against a hypothesized value.
- Z-test: Used for testing means when population variance is known, not for testing variances.
- t-test: Used for testing means when population variance is unknown, not for testing variances.