Represents a test that the ratio between the population variances of two samples is equal to a specific value.

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (Extreme.Numerics)

Syntax

Visual Basic (Declaration)
Public NotInheritable Class FTest _
	Inherits TwoSampleTest
C#
public sealed class FTest : TwoSampleTest
C++
public ref class FTest sealed : public TwoSampleTest

Methods

IconTypeDescription
CalculateStatistic()
Calculates the value of the statistic used for this test.
Equals(Object)
Determines whether the specified Object is equal to the current Object.
Finalize()
Allows an Object to attempt to free resources and perform other cleanup operations before the Object is reclaimed by garbage collection.
GetConfidenceInterval(Double)
Returns the confidence interval for the test parameter for the specified confidence level.
GetHashCode()
Serves as a hash function for a particular type.
GetLowerCriticalValue()
Gets the lower critical value for the hypothesis test's current significance level.
GetLowerCriticalValue(Double)
Gets the lower critical value for the hypothesis test at the specified significance level.
GetType()
Gets the Type of the current instance.
GetUpperCriticalValue()
Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
GetUpperCriticalValue(Double)
Gets the upper critical value for the test statistic at the specified significance level.
static memberGetUpperTailProbability(Double, Double, Double)
Gets the probability that an F statistic is greater than the specified value.
MemberwiseClone()
Creates a shallow copy of the current Object.
Reject()
Returns a value that indicates whether the null hypothesis is rejected using the default significance level.
Reject(Double)
Returns a value that indicates whether the null hypothesis is rejected using the specified significance level.
ToString()
Returns a String that represents the current Object.

Constructors

IconTypeDescription
FTestNew()
Constructs a new FTest for the specified NumericalVariable.
FTestNew(Double, Double, Double, Double)
Constructs a new FTest for the specified NumericalVariable.
FTestNew(Double, Double, Double, Double, HypothesisType)
Constructs a new FTest for the specified NumericalVariable.
FTestNew(NumericalVariable, NumericalVariable)
Constructs a new FTest for the specified NumericalVariable.
FTestNew(NumericalVariable, NumericalVariable, HypothesisType)
Constructs a new FTest for the specified NumericalVariable.

Properties

IconTypeDescription
DenominatorDegreesOfFreedom
Gets or sets the degrees of freedom of the sample in the denominator.
DenominatorVariance
Gets or sets the variance of the sample in the denominator.
Distribution
Sets the probability distribution used in the hypothesis test.
HypothesisType
Gets or sets a value that indicates whether the test is one or two-tailed.
NumeratorDegreesOfFreedom
Gets or sets the degrees of freedom of the sample in the numerator.
NumeratorVariance
Gets or sets the variance of the sample in the numerator.
PValue
Gets the probability that the test statistic would take on the calculated value under the null hypothesis.
Sample1
Gets or sets the first NumericalVariable this test is being applied to.
Sample2
Gets or sets the second NumericalVariable this test is being applied to.
SignificanceLevel
Gets the significance level used to test the null hypothesis.
Statistic
Gets the value of the test statistic.

Remarks

Use the FTest class to compare the variances of two samples.

In many statistical models, the contribution of a variable to the model is measured by comparing the variance explained by the variable to the residual variance in the model. The higher the ratio of the two variances, the more significant the contribution of the variable is.

The data for the FTest can be provided in two ways for each variable: either by supplying the sample as a NumericalVariable, or by supplying only the parameters: the variance and the degrees of freedom of the sample. Sample1 represents the sample for the numerator while Sample2 represents the sample for the denominator. Any mixture of samples and parameters is allowed.

Inheritance Hierarchy