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Advanced Proof

Tests for Population Variance: Is the Spread Stable?

Students frequently conflate the Chi-squared test for variance with the Z-test for means. Crucially, the Chi-squared test is non-robust to non-normality; if the population is not normal, the distribution of S2 S^2 deviates wildly from the assumed chi-squared curve, leading to incorrect inferences.
Institutional Reference: Statistical Inference I
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