What is an F-test?
2 Answers
F-Test. The F-test is a statistical test mechanism designed to test population variances equality. It does this by comparing the ratio of the variances. So, if the variances are equal, the ratio of the variances will be 1. All hypothesis testing is done under the assumption the null hypothesis is true.
An F-test is used to test if the variances of two populations are equal.
Explanation:
An F-test is used to test if the variances of two populations are equal. The statistic we define to test this is the ratio of the two variances:
Where
We define
The two tailed test is arranged as follows. Reject the null hypothesis if:
or
The one-tailed versions only test in one direction, that is the variance from the first population is either greater than or less than (but not both) the second population variance.
For more information, please see:
http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm