fTest
Syntax
fTest(X, Y, [ratio=1.0], [confLevel=0.95])
Arguments
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.
Details
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
Examples
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