I have two arrays of data and I wish to test whether or not they are from some distribution with the same variance (whether or not they have the same mean is not important). I don't know what distribution the data are from and certainly have no particular reason to assume it is normal. I was thinking of using a permutation test.
My question is; can I simply re-sample without replacement to create a distribution of difference in variance and then compare my true difference to this distribution? This seems almost too intuitive. Are there any other conditions that apply.
I think this question is probably related to Permutation tests: criteria to choose a test statistic .