Statistics texts books often present the F-test for this task, then warn in a footnote that the test is highly dependent on the assumption that both datasets come from normal distributions. This is an analogous post for testing whether two datasets come from distributions with the same variance. I wrote a few days ago about how the test performs under ideal circumstances, as well as less-than-ideal circumstances. The two-sample t-test is a way to test whether two datasets come from distributions with the same mean.
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