I have the following problem.

There is a multivariate data set, around hundred samples and almost

five hundred variables. The samples belong to two groups, and several

variables show significant differences between the two groups. The

samples are biological and belong to one of the two sets, A and B; the

variables correspond to a (large) number of physiological parameters.

Naturally, the physiological parameters are not expected to be

independent.

Looking at single variables I have the strong impression that one data

set is more variable than the other. For example, frequently a

variable in set A shows a roughly normal or log-normal distribution,

while in set B it shows two sub-groups of samples, a sub-group similar

to A and another group of outliers. Correspondingly, mean and median

of a variable frequently differ in set B.

The hypothesis that I would like to test is that set B is less

homogenious than set A. I am not interested in the homogenity of

particular variables, only in the overall comparisons of the set.

Where should I head, which family of statistical methods could be

reasonably applied in such a case?

Kind regards,

January