2.13.2.7 vartest2(Pro)
Brief Information
Perform an F-test
Additional Information
This feature is for OriginPro only.
Minimum Origin Version Required: 8.0 SR4
Command Line Usage
1. vartest2 irng:=(Col(A), Col(B));
2. vartest2 irng:=(Col(A), Col(B)) tail:=2;
3. vartest2 irng:=(Col(A), Col(B)) alpha:=0.1;
4. vartest2 irng:=(Col(A), Col(B)) prob:=myprob;
X-Function Execution Options
Please refer to the page for additional option switches when accessing the x-function from script
Variables
Display
Name
|
Variable
Name
|
I/O
and
Type
|
Default
Value
|
Description
|
| Input
|
irng
|
Input
Range
|
<active>
|
This variable specifies the two input data ranges on which to perform an F-test
|
| Tail
|
tail
|
Input
int
|
two
|
This variable indicates whether an upper, lower, or 2 tailed test should be performed
Option list
- H0: Variance 1 <> Variance 2
- Two tailed F-test will be performed.
- It tests if the two sample variances are equal
- H0: Variance 1 > Variance 2
- Upper tailed F-test will be performed.
- It tests if the variance from sample one is larger than the variance from sample two
- H0: Variance 1 < Variance 2
- Lower tailed F-test will be performed.
- It tests if the variance from sample one is less than the variance from sample two
|
| Significance Level
|
alpha
|
Input
double
|
0.05
|
Set the significance level of the test
|
| Statistics
|
stat
|
Output
double
|
<unassigned>
|
Value of F test statistic
|
| Numerator Degrees of Freedom
|
numdf
|
Output
double
|
<unassigned>
|
Numerator degrees of freedom for the F-test
|
| Denominator Degrees of Freedom
|
dendf
|
Output
double
|
<unassigned>
|
Denominator degrees of freedom for F-test
|
| P-value
|
prob
|
Output
double
|
<unassigned>
|
Associated p-value of the test. If the p-value is less than the value of alpha, the null hypothesis is rejected.
|
| Lower Confidence Limit
|
lcl
|
Output
double
|
<unassigned>
|
The lower confidence limit for the for variance ratio
|
| Upper Confidence Limit
|
ucl
|
Output
double
|
<unassigned>
|
The upper confidence limit for the variance ratio
|
Description
This function performs F-test for testing whether the variance from one population equals, greater or less than the other one, and then creates a confidence interval for the sample variance ratio.
The F-test statistic is a generalization of the t-test statistic, and is a scalar random variable. The F-test statistic can be calculated as a ratio of the variances of two samples, and so can be used to test whether or not data samples come from populations with equal variances.
The F-Test statistic and p-value will be calculated so that you can decide whether or not to reject the null hypothesis. A small P-value, which less than a significance level  , indicates that you can reject the null hypothesis
Examples
1. Import the file vartest2.dat located in \Sample\Statistics\ folder.
2. If you want to know whether the variances of the two samples are equal or not, please use the default command and type:
- vartest2 irng:=(col(a),col(b))
3. If you want to define another significant level, e.g. 0.1, you can use the following command:
vartest2 irng:=(col(a),col(b)) alpha:=0.1.
Algorithm
This function is used to perform F-test from LabTalk Script. Please refer to Algorithm of Two-Sample Test for Variance for the detail algorithms.
References
1. Snedecor, George W. and Cochran, William G. (1989), Statistical Methods, Eighth Edition, Iowa State University Press.
2. Tufte, Edward (1983), The Visual Display of Quantitative Information, Graphics Press.
Related X-Functions
vartest1, ttest2, ttest1
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