Tests samples from two normally distributed populations to determine if the hypothesis that the population variances are equal should be accepted or rejected.

Syntax

reject, p_value, conf = FTest(data1, data2, alpha)

Argument

Name

Description

data1

A vector containing sample data.

data2

A vector containing sample data.

alpha

(optional)

The level of significance for the test, also known as the probability of a Type I error.  It must be in the interval (0, 0.5).  The default value is 0.05.

Outputs

Name

Description

reject

A Boolean value that is true if the hypothesis is to be rejected.

p_value

The largest value of alpha for which the hypothesis is to be accepted.

conf

A 100(1-alpha)% confidence interval for the ratio of the population variances (dividing the second by the first).  A two-element vector containing the lower and upper bounds of the interval, respectively.

Example

Test the hypothesis that the samples [2, 3, 5, 7, 4] and [4, 8, 6, 3] come from populations with equal variances.

Syntax

reject, p_value, conf = FTest([2, 3, 5, 7, 4], [4, 8, 6, 3])

Result

reject = false

p_value = 0.76481

conf = [0.049834    7.5098]