Manuals/calci/FTEST

Revision as of 04:25, 10 December 2013 by Abin (talk | contribs) (→‎Description)
FTEST(ar1,ar2)


  • and are array of data.

Description

  • This function gives the result of F-test.
  • The F-test is designed to test if two population variances are equal.
  • It does this by comparing the ratio of two variances.
  • So, if the variances are equal, the ratio of the variances will be 1.
  • Let X1,...Xn and Y1...Ym be independent samples each have a Normal Distribution .
  • It's sample means:   and   .
  • The sample variances :
 

and

 
  • Then the Test Statistic = Failed to parse (syntax error): {\displaystyle \frac {Sx^2}{Sy^2}<math> has an F-distribution with <math>n−1} and Failed to parse (syntax error): {\displaystyle m − 1} degrees of freedom.
  • In FTEST(ar1,ar2) where   is the data of first array,   is the data of second array.
  • The array may be any numbers, names, or references that contains numbers.
  • values are not considered if the array contains any text, logical values or empty cells.

When the   or   is less than 2 or the variance of the array value is zero, then this function will return the result as error.

Examples

1.DATA1 DATA2

 15                   21
  27                  12
  19                  30
 32                    11

FTEST(B4:B8,C4:C8)=0.81524906747183 2.DATA 1={5,8,12,45,23}; DATA2={10,20,30,40,50}

FTEST(A1:A5,C1:C5)=0.9583035732212274  

3. DATA1={14,26,37};DATA2={45,82,21,17} FTEST(B1:B3,C1:C4}=0.26412211240525474 4.DATA1={25},DATA2={45,65} FTEST(B1,C2:C3)=NAN

See Also


References

Correlation