Difference between revisions of "Manuals/calci/FTEST"

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<div style="font-size:30px">'''FTEST(array1,array2)'''</div><br/>
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<div style="font-size:30px">'''FTEST(Array1,Array2)'''</div><br/>
*<math>array1</math> and <math>array2 </math> are array of data.
+
*<math>Array1</math> and <math>Array2 </math> are array of data.
 +
**FTEST(), returns the result of an F-test.
  
 
==Description==
 
==Description==
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*It does this by comparing the ratio of two variances.  
 
*It does this by comparing the ratio of two variances.  
 
*So, if the variances are equal, the ratio of the variances will be 1.
 
*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 .  
+
*Let X1,...Xn and Y1,...Ym be independent samples each have a Normal Distribution .  
 
*It's sample means:  
 
*It's sample means:  
 
<math>\bar X=\frac{1}{n} \sum_{i=1}^n Xi</math>
 
<math>\bar X=\frac{1}{n} \sum_{i=1}^n Xi</math>
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:<math>SY^2=\frac{1}{m-1} \sum_{i=1}^m (Yi-\bar Y)^2</math>
 
:<math>SY^2=\frac{1}{m-1} \sum_{i=1}^m (Yi-\bar Y)^2</math>
 
*Then the Test Statistic = <math>\frac {Sx^2}{Sy^2}</math> has an F-distribution with 'n−1'  and  'm−1' degrees of freedom.
 
*Then the Test Statistic = <math>\frac {Sx^2}{Sy^2}</math> has an F-distribution with 'n−1'  and  'm−1' degrees of freedom.
*In FTEST(array1,array2) where <math>array1</math> is the data of  first array, <math>array2</math> is the data of second array.  
+
*In FTEST(Array1,Array2) where <math>Array1</math> is the data of  first array, <math>Array2</math> is the data of second array.  
 
*The array may be any numbers, names, or references that contains numbers.  
 
*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.  
 
*values are not considered if the array contains any text, logical values or empty cells.  
When the <math>array1</math> or <math>array2</math> is less than 2 or the variance of the array value is zero, then this function will return the result as error.
+
When the <math>Array1</math> or <math>Array2</math> is less than 2 or the variance of the array value is zero, then this function will return the result as error.
  
 
==ZOS==
 
==ZOS==
*The syntax is to calculate FTEST in ZOS is <math>FTEST(array1,array2)</math>.
+
*The syntax is to calculate FTEST in ZOS is <math>FTEST(Array1,Array2)</math>.
**<math>array1</math> and <math>array2 </math> are array of data.
+
**<math>Array1</math> and <math>Array2 </math> are array of data.
 
*For e.g.,FTEST([15,29,30],[62,74,80])
 
*For e.g.,FTEST([15,29,30],[62,74,80])
 
{{#ev:youtube|y_uVl6UbHtE|280|center|F-Test}}
 
{{#ev:youtube|y_uVl6UbHtE|280|center|F-Test}}

Latest revision as of 16:07, 7 August 2018

FTEST(Array1,Array2)


  • and are array of data.
    • FTEST(), returns the result of an F-test.

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 = has an F-distribution with 'n−1' and 'm−1' degrees of freedom.
  • In FTEST(Array1,Array2) 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.

ZOS

  • The syntax is to calculate FTEST in ZOS is .
    • and are array of data.
  • For e.g.,FTEST([15,29,30],[62,74,80])
F-Test

Examples

1.

DATA1
15 27 19 32
DATA2
21 12 30 11
=FTEST(B4:B8,C4:C8)=0.81524906747183

2.

DATA1
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
14
DATA1
45 65
=FTEST(B1,C2:C3)=NAN

Related Videos

F-Test

See Also

References

F Test