Documentation/How Tos/Calc: FTEST function

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CALC FUNCTIONS
FUNCTIONS
Measures of Central Tendency
Measures of dispersion / spread
Probability and statistics
Correlation and line fitting
See also (in the Array Function category); GROWTH, LINEST, LOGEST, TREND
Ranking

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 σ12. 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).
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.