F-test

Statistical test used to compare variances

Template:Infobox statistical test

The F-test is a statistical test that is used to determine if there are significant differences between the variances of two or more populations. It is named after the F-distribution, which is used to calculate the test statistic. The F-test is commonly used in the context of analysis of variance (ANOVA), regression analysis, and hypothesis testing.

Overview

The F-test compares the ratio of two variances by dividing one variance by the other. The resulting test statistic follows an F-distribution under the null hypothesis, which states that the variances are equal. If the calculated F-value is significantly larger or smaller than the critical value from the F-distribution table, the null hypothesis is rejected, indicating that the variances are significantly different.

Applications

The F-test is widely used in various fields, including psychology, economics, biology, and engineering. Some common applications include:

• Analysis of variance (ANOVA): Used to compare the means of three or more groups.
• Regression analysis: Used to test the overall significance of a regression model.
• Comparing variances: Used to test if two samples have different variances.

Assumptions

The F-test relies on several key assumptions:

• The populations from which the samples are drawn are normally distributed.
• The samples are independent of each other.
• The variances are homogeneous (equal variances).

Calculation

The F-test statistic is calculated as follows:

F = \frac{S_1^2}{S_2^2}

where \( S_1^2 \) and \( S_2^2 \) are the sample variances. The degrees of freedom for the numerator and the denominator are used to determine the critical value from the F-distribution table.

Interpretation

The interpretation of the F-test depends on the context in which it is used. In ANOVA, a significant F-test indicates that at least one group mean is different from the others. In regression analysis, a significant F-test suggests that the model explains a significant portion of the variance in the dependent variable.

See also

• T-test
• Chi-squared test
• Z-test
• P-value
• Null hypothesis
• Alternative hypothesis