FTest Class

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

Definition

Namespace: Extreme.Statistics.Tests
Assembly: Extreme.Numerics (in Extreme.Numerics.dll) Version: 8.1.23
C#
public sealed class FTest : TwoSampleTest
Inheritance
Object  →  HypothesisTest  →  TwoSampleTest<Double>  →  TwoSampleTest  →  FTest

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 vector, 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.

Constructors

FTest() Constructs a new FTest for the specified vector.
FTest(Vector<Double>, Vector<Double>) Constructs a new FTest for the specified vector.
FTest(Vector<Double>, Vector<Double>, HypothesisType) Constructs a new FTest for the specified vector.
FTest(Double, Double, Double, Double) Constructs a new FTest for the specified vector.
FTest(Double, Double, Double, Double, HypothesisType) Constructs a new FTest for the specified vector.

Properties

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 Gets the probability distribution used in the hypothesis test.
(Inherited from HypothesisTest)
HypothesisType Gets or sets whether the test is one or two-tailed.
(Inherited from HypothesisTest)
Name Gets the name of the hypothesis test.
(Overrides HypothesisTest.Name)
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 alternate hypothesis.
(Inherited from HypothesisTest)
Sample1 Gets or sets the first sample this test is being applied to.
(Inherited from TwoSampleTest<T>)
Sample2 Gets or sets the second sample this test is being applied to.
(Inherited from TwoSampleTest<T>)
SignificanceLevel Gets the significance level used to test the null hypothesis.
(Inherited from HypothesisTest)
Statistic Gets the value of the test statistic.
(Inherited from HypothesisTest)

Methods

EqualsDetermines whether the specified object is equal to the current object.
(Inherited from Object)
GetConfidenceInterval() Returns the confidence interval for the test parameter for the default confidence level.
(Inherited from HypothesisTest)
GetConfidenceInterval(Double) Returns the confidence interval for the test parameter for the specified confidence level.
(Inherited from HypothesisTest)
GetHashCodeServes as the default hash function.
(Inherited from Object)
GetLowerCriticalValue() Gets the lower critical value for the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetLowerCriticalValue(Double) Gets the lower critical value for the hypothesis test at the specified significance level.
(Inherited from HypothesisTest)
GetPValue Gets the probability that the test statistic would take on the calculated value under the specified alternate hypothesis.
(Inherited from HypothesisTest)
GetTypeGets the Type of the current instance.
(Inherited from Object)
GetUpperCriticalValue() Gets the upper critical value for the test statistic at the hypothesis test's current significance level.
(Inherited from HypothesisTest)
GetUpperCriticalValue(Double) Gets the upper critical value for the test statistic at the specified significance level.
(Inherited from HypothesisTest)
GetUpperTailProbability Gets the probability that an F statistic is greater than the specified value.
Reject() Returns whether the null hypothesis is rejected using the default significance level.
(Inherited from HypothesisTest)
Reject(Double) Returns whether the null hypothesis is rejected using the specified significance level.
(Inherited from HypothesisTest)
Summarize() Returns a string containing a human-readable summary of the object.
(Inherited from HypothesisTest)
Summarize(SummaryOptions) Returns a string containing a human-readable summary of the object using the specified options.
(Overrides HypothesisTest.Summarize(SummaryOptions))
ToStringReturns a string that represents the current object.
(Inherited from HypothesisTest)

See Also