test_variance SciMax Toolbox testsuite_files

SciMax Toolbox >> test_variance_ratio

test_variance_ratio

Maxima Function

Calling Sequence

test_variance_ratio (x1, x2)
test_variance_ratio(x1,x2,option_1,option_2,...)

Description

This is the variance ratio F-test for two normal populations. Arguments x1 and x2 are lists or column matrices containing two independent samples.

Options:

The output of function test_variance_ratio is an inference_result Maxima object showing the following results:

  1. 'ratio_estimate: the sample variance ratio.

  2. 'conf_level: confidence level selected by the user.

  3. 'conf_interval: confidence interval for the variance ratio.

  4. 'method: inference procedure.

  5. 'hypotheses: null and alternative hypotheses to be tested.

  6. 'statistic: value of the sample statistic used for testing the null hypothesis.

  7. 'distribution: distribution of the sample statistic, together with its parameters.

  8. 'p_value: p-value of the test.

Examples:

The equality of the variances of two normal populations is checked against the alternative that the first is greater than the second.

(%i1) load("stats")$
(%i2) x: [20.4,62.5,61.3,44.2,11.1,23.7]$
(%i3) y: [1.2,6.9,38.7,20.4,17.2]$
(%i4) test_variance_ratio(x,y,'alternative='greater);
              |              VARIANCE RATIO TEST
              |
              |       ratio_estimate = 2.316933391522034
              |
              |               conf_level = 0.95
              |
              |    conf_interval = [.3703504689507268, inf]
              |
(%o4)         | method = Variance ratio F-test. Unknown means.
              |
              | hypotheses = H0: var1 = var2 , H1: var1 > var2
              |
              |         statistic = 2.316933391522034
              |
              |            distribution = [f, 5, 4]
              |
              |          p_value = .2179269692254457
test_variance SciMax Toolbox testsuite_files