Difference between revisions of "Documentation/How Tos/Calc: FTEST function"

Revision as of 09:10, 17 July 2018

FTEST

Returns the result of an F-test.

Syntax:

FTEST(data1; data2)

data1 and data2 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 data1 and data2 are calculated. data1 and data2 are re-ordered if necessary so that data1 has the larger variance (σ₁) and data2 the smaller (σ₂), and an F_value is calculated as σ₁/σ₂. The result returned by FTEST is 2*FDIST(F_value; COUNT(data1)-1; COUNT(data2)-1). This is the two-tailed probability that the variances in data1 and data2 are not significantly different. (The internal algorithms used by Calc are more sophisticated than this).

Advanced topic:

The parameters data1 and data2 are always evaluated as array formulas.

Example:

FTEST({9;8;6;8}; {5;6;7})

returns approximately 0.82. 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 draft specification incorrectly claimed this was a one-tailed test.

• FDIST
• Array formulas
• Statistical functions
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