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Extreme Optimization Statistics Library for .NET

FTest Class

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

For a list of all members of this type, see FTest Members.

System.Object
   HypothesisTest
      TwoSampleTest
         FTest

[Visual Basic]
NotInheritable Public Class FTest
Inherits TwoSampleTest
[C#]
public sealed class FTest : TwoSampleTest

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.

Requirements

Namespace: Extreme.Statistics.Tests

Assembly: Extreme.Statistics (in Extreme.Statistics.dll)

See Also

FTest Members | Extreme.Statistics.Tests Namespace