FTest Class

[SerializableAttribute]
public class FTest : HypothesisTest<FDistribution>

<SerializableAttribute>
Public Class FTest
	Inherits HypothesisTest(Of FDistribution)

// The following example has been based on the page "F-Test for Equality 
// of Two Variances", from NIST/SEMATECH e-Handbook of Statistical Methods:
// 
//  http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm
// 

// Consider a data set containing 480 ceramic strength 
// measurements for two batches of material. The summary
// statistics for each batch are shown below:

// Batch 1:
int numberOfObservations1 = 240;
// double mean1 = 688.9987;
double stdDev1 = 65.54909;
double var1 = stdDev1 * stdDev1;

// Batch 2:
int numberOfObservations2 = 240;
// double mean2 = 611.1559;
double stdDev2 = 61.85425;
double var2 = stdDev2 * stdDev2;

// Here, we will be testing the null hypothesis that
// the variances for the two batches are equal.

int degreesOfFreedom1 = numberOfObservations1 - 1;
int degreesOfFreedom2 = numberOfObservations2 - 1;

// Now we can create a F-Test to test the difference between variances
var ftest = new FTest(var1, var2, degreesOfFreedom1, degreesOfFreedom2);

double statistic = ftest.Statistic; // 1.123037
double pvalue = ftest.PValue;       // 0.185191
bool significant = ftest.Significant; // false

// The F test indicates that there is not enough evidence 
// to reject the null hypothesis that the two batch variances
// are equal at the 0.05 significance level.