Function: test_variance_ratio (x1, x2)
Function: test_variance_ratio (x1, x2, options ...)
This is the variance ratio F-test for two normal populations. Arguments x1 and x2 are lists or column matrices containing two independent samples.
Example 1:
load("stats")$
x: [20.4,62.5,61.3,44.2,11.1,23.7]$
y: [1.2,6.9,38.7,20.4,17.2]$
test_variance_ratio(x,y,'alternative='greater);
Example 2:
load("stats")$
x: [16.0,16.1,23.5,20.0,16.5,12.2,19.9,18.2,19.2,24.7]$
y: [20.9,20.4,21.5,20.6,22.1,21.6,23.3,18.9,19.2]$
test_variance_ratio(x,y,alternative=twosided);
Function: quantile_f (q, m, n)
Returns the q-quantile of a F random variable F(m,n), with m,n>0; in other words, this is the inverse of cdf_f. Argument q must be an element of [0,1].
This function has no closed form and it is numerically computed if the global variable numer equals true, otherwise it returns a nominal expression.
Example 1:
load (distrib)$ quantile_f(2/5,sqrt(3),5);
Example 2:
load (distrib)$ quantile_f(0.975,9,8);
See Also ...
母集団が2つの場合の母分散の推定と検定
\[A:16.0,16.1,23.5,20.0,16.5,12.2,19.9,18.2,19.2,24.7\]
\[B:20.9,20.4,21.5,20.6,22.1,21.6,23.3,18.9,19.2\]
\[点推定：7.21\]
\[区間推定：(1.6532,48.2207)\]
\[F_0=\frac{V_A}{V_B}=7.21\]
\[>F(φ_A,φ_B,α/2)=F(n_A-1,n_B-1,α/2)=F(9,8,0.025)=4.36\]
AとBではばらつきが異なると判定される。
