SiegelTukeyTest performs a hypothesis test on and with null hypothesis that the ratio of the true population variances against .

By default a probability value or -value is returned.

A small -value suggests that it is unlikely that is true.

The argument can be any positive real number.

SiegelTukeyTest assumes the data is symmetric about a common median.

SiegelTukeyTest returns a HypothesisTestData object htd that can be used to extract additional test results and properties using the form htd["property"].

Properties related to the reporting of test results include:

"PValue"

list of -values

"PValueTable"

formatted table of -values

"ShortTestConclusion"

a short description of the conclusion of a test

"TestConclusion"

a description of the conclusion of a test

"TestData"

list of pairs of test statistics and -values

"TestDataTable"

formatted table of -values and test statistics

"TestStatistic"

list of test statistics

"TestStatisticTable"

formatted table of test statistics

The test statistic is computed for the pooled sample as where if is from and zero otherwise, and are ranks associated with each . The statistic is assumed to follow a NormalDistribution under .

For the SiegelTukeyTest, a cutoff is chosen such that is rejected only if . The value of used for the and properties is controlled by the SignificanceLevel option. This value is also used in diagnostic tests of assumptions including tests for symmetry. By default is set to .