Dundas Chart for Windows Forms
F Test Formula
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Formula Reference > Statistical Formulas > F Test Formula



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Overview

Enterprise Edition Only Feature.

This formula performs a two-sample F Test using F distribution, and is used to see if the samples have different variances.

Applying the Formula

All statistical formulas are calculated using the Statistics class, and the following table describes how to use its FTest method to perform an F Test.

 

Value/Description Example
Formula Name: F Test  Statistics.FTest (0.05,"Series1","Series2").
Parameters:
  1. probability: the alpha value (probability).
  2. firstInputSeriesName: The name of the Series object that stores the first group of data.
  3. secondInputSeriesName: The name of the Series object that stores the second group of data.
Statistics.FTest(0.05,"Series1","Series2")
Return:

An FTestResult object, which has the following members:

  • FirstSeriesMean
  • SecondSeriesMean
  • FirstSeriesVariance
  • SecondSeriesVariance
  • FValue
  • ProbabilityFOneTail
  • FCriticalValueOneTail

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Note
Make sure that all data points have their XValue property set, and that their series'  XValueIndexed property has been set to false.

Statistical Interpretation

The F test is used to compare the variances of two populations of data: , where  is the variance of the first group and  is the variance of the second group.

Calculation

  1. Calculate  and .
  2. Calculate the F statistic: .
  3. Use the F Inverse distribution function to test the hypothesis.

Example

This example demonstrates how to perform an F Test, using Series1 and Series2 for the input series.

 

Example

This example demonstrates how to perform an F Test, using Series1 and Series2 for the input series. The results are returned in an FTestResult object. The object values are then added as titles to a separate chart. We assume series data was added at design-time. Further, we assume a "DundasBlue" template was applied for appearance purposes.

 

Figure 1: Two Charts; One containing Series data (left), and the other containing the FTestResult object (right).

 

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