fTest

fTest(X, Y, [ratio=1.0], [confLevel=0.95])

X is a numeric vector indicating the first sample for the F-test.

Y is a numeric vector indicating the second sample for the F-test.

ratio (optional) is a positive floating number indicating the ratio of the variances of X and Y in the null hypothesis. The default value is 1.

confLevel (optional) is a floating number between 0 and 1 indicating the confidence level of the test. It is optional and the default value is 0.95.

Conduct an F-test to compare the variances of two samples.

Return a dictionary with the following keys:

• stat: a table with p-value and confidence interval under 3 alternative hypotheses

• numeratorDf: degree of freedom of the numerator

• denominatorDf: degree of freedom of the denominator

• confLevel: confidence level

• method: "F test to compare two variances"

• fValue: F-stat

x = norm(10.0, 1.0, 20);
y = norm(1.0, 2.0, 10);
fTest(x, y, 0.5);
// output
numeratorDf->19
stat->
alternativeHypothesis                  pValue    lowerBound upperBound
-------------------------------------- --------- ---------- ----------
ratio of variances is not equal to 0.5 0.002326  0.025844   0.274161
ratio of variances is less than 0.5    0.001163  0          0.230624
ratio of variances is greater than 0.5 0.998837  0.032295   Infinity

denominatorDf->9
confLevel->0.95
fValue->0.190386
method->F test to compare two variances