FTestTwoSample Class |
Two-sample F-test of the null hypothesis that data in the samples
are random samples from independent normal distributions with equal variances,
against the alternative that the variances are different.
By default variances are supposed to be equal.
http://en.wikipedia.org/wiki/F-test_of_equality_of_variances
| Tail | Alternative hypothesis |
|---|---|
| Tail.Both | Variance of the first distribution is not equal to variance of the second distribution. |
| Tail.Left | Variance of the first distribution is less than variance of the second distribution. |
| Tail.Right | Variance of the first distribution is greater than variance of the second distribution. |
Inheritance HierarchySystemObject
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingTwoSampleTest
FinMath.Statistics.HypothesisTestingFTestTwoSample
FinMath.Statistics.HypothesisTestingHypothesisTest
FinMath.Statistics.HypothesisTestingTwoSampleTest
FinMath.Statistics.HypothesisTestingFTestTwoSample
Namespace: FinMath.Statistics.HypothesisTesting
Assembly: FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
SyntaxC#
[SerializableAttribute] public class FTestTwoSample : TwoSampleTest
The FTestTwoSample type exposes the following members.
Constructors| Name | Description | |
|---|---|---|
 | FTestTwoSample | Creates FTestTwoSample instance with default significance level for two-tailed test. |
| FTestTwoSample(Double) | Creates FTestTwoSample instance for two-tailed test. |
| FTestTwoSample(Tail) | Creates FTestTwoSample instance with default significance level. |
| FTestTwoSample(Double, Tail) | Creates FTestTwoSample instance. |
Properties| Name | Description | |||||
|---|---|---|---|---|---|---|
 | AcceptanceRegionLeft |
Region of acceptance left border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionLeft.) | ||||
| AcceptanceRegionRight |
Region of acceptance right border.
We fail to reject null hypothesis if test statistics is between left and right borders of region of acceptance.
http://en.wikipedia.org/wiki/Statistical_hypothesis_testing#Definition_of_terms
(Overrides HypothesisTestAcceptanceRegionRight.) | ||||
| Decision |
Decision about null hypothesis.
(Inherited from HypothesisTest.)
| ||||
| DecisionPrinciple |
Marks whether decision should be made comparing P-value with Significance level or test statistics with critical value.
(Inherited from HypothesisTest.) | ||||
| PValue |
The probability of obtaining a test statistic at least as extreme
as the one that was actually observed, assuming that the null hypothesis is true.
http://en.wikipedia.org/wiki/P-value
(Overrides HypothesisTestPValue.) | ||||
| SignificanceLevel |
Significance level.
http://en.wikipedia.org/wiki/Statistical_significance
(Inherited from HypothesisTest.) | ||||
| Statistics |
Test statistics.
http://en.wikipedia.org/wiki/Test_statistic
(Inherited from HypothesisTest.) |
Methods| Name | Description | |
|---|---|---|
| Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) |
| GetHashCode | Serves as the default hash function. (Inherited from Object.) |
| GetType | Gets the Type of the current instance. (Inherited from Object.) |
| ToString | Returns a string that represents the current object. (Inherited from Object.) |
| Update(Double, Double) | Updates test statistic using provided sample. (Inherited from TwoSampleTest.) |
| Update(Vector, Vector) | Updates test statistic using provided sample. (Inherited from TwoSampleTest.) |
| Update(Double, Int32, Int32, Double, Int32, Int32) | Updates test statistic using provided samples. (Overrides TwoSampleTestUpdate(Double, Int32, Int32, Double, Int32, Int32).) |
See Also