smile.stat.hypothesis

Class FTest

java.lang.Object

smile.stat.hypothesis.FTest

public class FTest
extends Object

F test of the hypothesis that two independent samples come from normal distributions with the same variance, against the alternative that they come from normal distributions with different variances. Note that the F-test is extremely non-robust to non-normality. That is, even if the data displays only modest departures from the normal distribution, the test is unreliable and should not be used.

Author:

Haifeng Li

Field Summary

Fields

Modifier and Type	Field and Description
int	df1 The degree of freedom of f-statistic.
int	df2 The degree of freedom of f-statistic.
double	f f-statistic
double	pvalue p-value

Method Summary

Methods

Modifier and Type	Method and Description
static FTest	test(double[] x, double[] y) Test if the arrays x and y have significantly different variances.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

df1

public int df1

The degree of freedom of f-statistic.

df2

public int df2

The degree of freedom of f-statistic.

f

public double f

f-statistic

pvalue

public double pvalue

p-value

Method Detail

test

public static FTest test(double[] x,
         double[] y)

Test if the arrays x and y have significantly different variances. Small values of p-value indicate that the two arrays have significantly different variances.