Difference between revisions of "Documentation/How Tos/Calc: FTEST function"
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| − | __NOTOC__ | + | {{DISPLAYTITLE:FTEST function}} |
| + | {{Documentation/CalcFunc StatisticalTOC | ||
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| + | |PrevPage=Documentation/How_Tos/Calc:_FDIST_function | ||
| + | |NextPage=Documentation/How_Tos/Calc:_GAMMA_function | ||
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| + | [[ru:RU/kb/00000131]] | ||
== FTEST == | == FTEST == | ||
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: <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are ranges or arrays (possibly of different size) containing numbers, on which the F-test is performed. The F-test calculates the likelihood that two samples have the same variance. | : <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are ranges or arrays (possibly of different size) containing numbers, on which the F-test is performed. The F-test calculates the likelihood that two samples have the same variance. | ||
| − | : In effect, the sample variances of <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are calculated. <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are re-ordered if necessary so that <tt>'''data1'''</tt> has the larger variance (σ<sub>1</sub>) and <tt>'''data2'''</tt> the smaller (σ<sub>2</sub>), and an F_value is calculated as σ<sub>1</sub>/σ<sub>2</sub>. The result returned is <tt>'''2*FDIST(F_value; COUNT(data1)-1; COUNT(data2)-1)'''</tt>. This is the two-tailed probability that the variances in <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are not significantly different. (The internal algorithms used by Calc are more sophisticated than this). | + | : In effect, the sample variances of <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are calculated. <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are re-ordered if necessary so that <tt>'''data1'''</tt> has the larger variance (σ<sub>1</sub>) and <tt>'''data2'''</tt> the smaller (σ<sub>2</sub>), and an F_value is calculated as σ<sub>1</sub>/σ<sub>2</sub>. The result returned by <tt>'''FTEST'''</tt> is <tt>'''2*FDIST(F_value; COUNT(data1)-1; COUNT(data2)-1)'''</tt>. This is the two-tailed probability that the variances in <tt>'''data1'''</tt> and <tt>'''data2'''</tt> are not significantly different. (The internal algorithms used by Calc are more sophisticated than this). |
: <i>Advanced topic:</i> | : <i>Advanced topic:</i> | ||
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: returns approximately <tt>'''0.82'''</tt>. The probability that the variances of these two samples are not significantly different is about 82%. Note: a real world example would need more data than this. | : returns approximately <tt>'''0.82'''</tt>. The probability that the variances of these two samples are not significantly different is about 82%. Note: a real world example would need more data than this. | ||
| − | === | + | === Issues: === |
| − | + | * Earlier versions of Excel and the ODFF specification incorrectly claimed this was a one-tailed test. | |
| − | [[Documentation/How_Tos/Using Arrays| | + | {{SeeAlso|EN| |
| − | + | * [[Documentation/How_Tos/Calc: FDIST function|FDIST]] | |
| − | [[Documentation/How_Tos/Calc: Statistical functions| | + | * [[Documentation/How_Tos/Using Arrays|Array formulas]] |
| − | + | * [[Documentation/How_Tos/Calc: Statistical functions|Statistical functions]] | |
| − | + | * [[Documentation/How_Tos/Calc: Functions listed alphabetically|Functions listed alphabetically]] | |
| − | * | + | * [[Documentation/How_Tos/Calc: Functions listed by category|Functions listed by category]]}} |
| + | [[Category: Documentation/Reference/Calc/Statistical functions]] | ||