G-factor and IQ (UK+US)
An experiment  in the USA which analysed 1292 pairs of opposite-sex siblings who participated in the US National Longitudinal Survey of Youth 1979 (male mean age for this experiment (SD) = 18.43 (2.07) years; female = 18.38 (2.08)), they measured g-factor (general intelligence) using Armed Services Vocational Aptitude Battery (ASVAB), from which the briefer Armed Forces Qualification Test (AFQT) scores were also derived.
The analysis showed that although males had a larger mean level of g the difference was marginal (less than 7% of a standard deviation), the more interesting result is that males had a substantial greater variance. Among the top 2% AFQT scores, there were almost twice as many males as females, balanced by an excess at lower levels.
This same pattern can be seen in a comprehensive survey done back in 1932 The Scottish mental survey 1932 . They surveyed 80,000+ children at age eleven and found that “There were no significant mean differences in cognitive test scores between boys and girls, but there was a highly significant difference in their standard deviations. Boys were over-represented at both the low and high extremes of cognitive ability.” (See Graph)
At the highest IQ scores of 140 (136 boys for every 100 girls) and boys represented 58.6% of the lowest IQ scores of 60 (142 boys for every 100 girls).
The results were replicated in the 1947 Scottish Mental Survey where similar results were observed.  (However the results of that surveys showed that females had a slightly higher mean IQ of 1.72 points higher, a significant difference, but not very large.)
Now it is very important to note the ages of the subjects, male and female brains develop differently at the same age , which could affect IQ, so it is more useful to measure the IQ of adults, when their brains are fully developed, rather than children. Even Richard Lynn professor emeritus of psychology (and a strong advocate that males have higher IQ than females, by about 5 points) has said that before the age of 16 males and females have the same IQ because males have slower developmental maturation. 
A bit of controversy
The above studies are some of my personal favorites, I put them in there to show the general pattern between the sexes. But there is some controversy, the main controversy is about where the mean IQ is. Some believe that there is no sex difference in IQ/g-factor between the genders, others that males have a higher average. These are the 2 main ideas. And the debate is not yet settled, and there is a lot of studies supporting each side.
A good general review I have seen is one done by the American Psychological Association  they cite research from 1998 ( which was not set-up to get rid of any sex differences) which states that there was no evidence was found for sex differences in the mean level of g, but also no difference in the variability of g. Males, on average, excel on some factors; females on others.
However, other studies  have shown that there is a higher distribution of men at the far ends of the IQ scale.
As far as I can see the best evidence suggests that the overall mean IQ and g are the same between the sexes, but there is different at the far ends, with males having greater variance than females.
Sex differences in mathematical ability, science reasoning, verbal reasoning and writing ability (UK+US):
An in-depth 30-year examination into cognitive abilities, which examined 1.6 million + 7th-grade students in the right tail from the SAT and ACT. And have found that males had a much higher number in the top scores of mathematical ability and science reasoning (see Table 1). And females did better (although to a lesser extent) in Verbal reasoning and writing ability (see Table 2). 
I have taken the data from Table 1 and 2 of the research and plotted it on the following graphs:
This pattern of results such as the above are also supported by some international studies, one study  which analyzed 41 countries for maths and reading skills concluded: “International testing results show greater variance in boys’ scores than in girls’ scores.” For maths, in 35 of the 41 countries, there are more boys than girls in the top 5%. For reading, 36 of 41 countries have more girls than boys in the top 5% of scores, and 39 of 41 countries have more boys than girls in the bottom 5% of scores. So in 37 of 41 countries, the boy-girl variance ratio indicates that boys’ scores have greater variance than girls’ scores (boys outperformed girls in mean for maths and Vice Versa for reading). Notice through that the above tables show an almost 1:1 ratio in all subjects at 5% but the ratio increases the higher the percentage (for this country anyway), make of that as you will.
A Bit on Mental Tests:
In the APA paper they also cite a 2004 paper which analyzed 42 different mental ability tests (in the US) and they found that most of the tests showed little or no sex differences (of the average scores) .
Other studies (in the US) show that males were more variable than females on tests of quantitative reasoning, spatial visualization, spelling, and general knowledge, despite average sex differences being small. And that at the far right-hand tail of high scoring individuals of (with the exception of tests on reading comprehension, perceptual speed, and associative memory) had more males than females.  Similar results for having been found in the UK. 
However, the cross-cultural studies show that males were more variable than females in some nations and females were more variable than males in other nations.  
This here is just scrapping the surface of the sex differences in cognitive abilities. The differences in the far ends between males and females could help to, at least partly explain the differences we see in society, for example, it could help explain why there are more males in STEM than female ones or even maybe why the vast majority of science Nobel prizes are achieved by males. That being said there is a lot of contradictory information.
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