Definition:F-Test
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Definition
The $F$-test is a coefficient whose purpose is to check for equality of variances of $2$ populations.
In an analysis of variance:
- the null hypothesis is that two components estimate the same variance
- the alternative hypothesis is that the numerator component estimates a greater variance.
The latter occurrence is indicated by a high $F$ value.
It can also be used to test the acceptance of the hypothesis that two samples are from normal distributions with the same variance.
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Also known as
The $F$-test is also known as the variance ratio test.
Also see
- Results about $F$-tests can be found here.
Sources
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): $F$-distribution
- 1998: David Nelson: The Penguin Dictionary of Mathematics (2nd ed.) ... (previous) ... (next): $F$-test
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): $F$-distribution
- 2008: David Nelson: The Penguin Dictionary of Mathematics (4th ed.) ... (previous) ... (next): $F$-test