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DAFTest

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Answer  

DAFTest
Series 1Series 2
Mean3.666666666666672.75
Variance6.51.64285714285714
Count98
df87
F_value3.95652173913044
P-value0.0431623161475387
F crit3.7257253171227

Parameter NameInputAn input expression?Delimiter
InputArray1
InputArray2
Alpha

Calculation description
Time-stamp calculation?  
  


Function Description

Returns the results of an F-test applied to two series designed to identify if the two have different variances, given the null hypothesis that they are drawn from normal distributions with the same variance.

 

The output has 7 rows and 2 columns (for Rows 1 to 4, ignore second column entry for Rows 5 to 7):

 

-          Row 1: means

-          Row 2: (sample) variances

-          Row 3: numbers of observations in each series

-          Row 4: numbers of degrees of freedom for each series

-          Row 5: F statistic

-          Row 6: Probability of statistic being less than F-statistic if null hypothesis applies, for one-tail test

-          Row 7: Critical value of statistic for given level of alpha

 


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