  Literature on optical and infrared microvariability in Active Galactic Nuclei
(AGNs) reflects a diversity of statistical tests and strategies to detect tiny
variations in the lightcurves of these sources. Comparison between the results
obtained using different methodologies is difficult, and the pros and cons of
each statistical method are often badly understood or even ignored. Even worse,
not properly tested methodologies are becoming more and more common, and biased
results may be misleading to realize the origin of the AGN microvariability.
This paper intends to point future research on AGN microvariability to the use
of powerful and well tested statistical methodologies, providing a reference
for choosing the best strategy to obtain unbiased results. Lightcurves
monitoring have been simulated for quasars, reference and comparison stars.
Changes for the quasar lightcurves include both Gaussian fluctuations and
linear variations. Simulated lightcurves have been analyzed using
chi-squaretests, F tests for variances, One-Way Analysis of Variances and
C-statistics methodologies. Statistical Type I and Type II errors, which
indicate the robustness and the power of the tests, have been obtained in each
case. One-Way Analysis of Variances and chi-square show to be powerful and
robust estimators for microvariations, while the C-statistics is not a reliable
methodology and its use should be avoided.
