This paper considers the problem of testing for a change point in variance of the sequence of normal random variables with unknown means. We construct three tests, namely, L-test derived from Lehmann's (1951) U-statistic, B-test obtained from Bayesian method and R-test derived by using the maximum likelihood ratio technique. Simulation studies were carried out to calculate the approximate critical values and the power of these tests. An empirical power comparison of these tests suggest that the power of the B-test is generally better than its competitors, the other two tests.