 # FTEST: does it test the variances, or whether two datasets come from the same population? Is it 2-tailed?

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#### Details

• Type: Sub-task
• Status: Closed
• Priority: Major
• Resolution: Fixed
• Affects Version/s: None
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FTEST
Summary: Calculates the probability of an F-test.

Semantics: Calculates the two-tailed probability that, based on two samples from two normal distributions, these normal distributions have different variances.

Suppose the first sample has size n1 and sample variance s1^2 and the second sample has size n2 and sample variance s2^2. If s1^2>s^2 FDIST returns twice the area of the right tail of the F-distribution with degrees of freedom n1-1,n2-1 beyond s^1/s^2. If s1^2<s^2 FDIST returns twice the area of the left tail of the F-distribution with degrees of freedom n1-1,n2-1 below s^1/s^2.

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FTEST Summary: Calculates the probability of an F-test. Semantics: Calculates the two-tailed probability that, based on two samples from two normal distributions, these normal distributions have different variances. Suppose the first sample has size n1 and sample variance s1^2 and the second sample has size n2 and sample variance s2^2. If s1^2>s^2 FDIST returns twice the area of the right tail of the F-distribution with degrees of freedom n1-1,n2-1 beyond s^1/s^2. If s1^2<s^2 FDIST returns twice the area of the left tail of the F-distribution with degrees of freedom n1-1,n2-1 below s^1/s^2.
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FTEST
Summary: Calculates the probability of an F-test.

Semantics: Calculates the two-tailed probability that, based on two samples from two normal distributions, these normal distributions have different variances.

Suppose the first sample has size n1 and sample variance s1^2 and the second sample has size n2 and sample variance s2^2. If s1^2>s^2 FDIST returns twice the area of the right tail of the F-distribution with degrees of freedom n1-1,n2-1 beyond s^1/s^2. If s1^2<s^2 FDIST returns twice the area of the left tail of the F-distribution with degrees of freedom n1-1,n2-1 below s^1/s^2.

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Changes applied: FTEST Summary: Calculates the probability of an F-test. Semantics: Calculates the two-tailed probability that, based on two samples from two normal distributions, these normal distributions have different variances. Suppose the first sample has size n1 and sample variance s1^2 and the second sample has size n2 and sample variance s2^2. If s1^2>s^2 FDIST returns twice the area of the right tail of the F-distribution with degrees of freedom n1-1,n2-1 beyond s^1/s^2. If s1^2<s^2 FDIST returns twice the area of the left tail of the F-distribution with degrees of freedom n1-1,n2-1 below s^1/s^2.

#### Description

Broken out from OFFICE-916

FTEST

• "Summary: Returns the result of an F test (the probability that two datasets
have come from the same total population)"
Excel says it tests the probability that the variances are not
significantly different (which is not the same as coming from the same total
population).

[ed:] TODO: who can provide insight?

• "An F-test returns the one-tailed probability" Excel currently describes
this as the 2-tailed probability. I believe that is correct (see
http://www.coventry.ac.uk/ec/~nhunt/pottel.pdf). Old versions of Excel eg 97
describe it as one tailed. It would be worth someone with real knowledge
checking this out.

[ed:] TODO: who can provide insight?

#### People

• Assignee: Andreas Guelzow
Reporter: Eike Rathke (Inactive)
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#### Dates

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