Comparison circles are a way to display whether or not the mean values for various categories (boxes in the box plot) are significantly different from each other. The circles are drawn with their centers at the mean value for the box to which they correspond. If the circles for different groups do not overlap, the means of the two groups are generally significantly different. If the circles have a large overlap, the means are not significantly different. References: What are Comparison Circles? - TIBCO Software
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