What would be an appropriate statistical test to test whether one sample is more significantly spread out around zero than other?
I believe that what I am looking for is a kind of f-test but instead of comparing variances (variations around the mean of each sample) I would want to compare "variances" around a fixed predefined value (in my case zero) between the two samples.
Here's a pic in an attempt to depict qualitatively how the test I seek should work: