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The F Test is used to compare the variances of two samples to test the hypothesis that the samples are drawn from populations with different variances:
H0 the samples are drawn from populations with equal variances
H1 the samples are drawn from populations with different variances
The F test is based on the ratio of the variances of the two samples:
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1
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2
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3
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4
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5
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Variance |
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Sample A
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8.7
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9.8
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12.2
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12.9
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9.5
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3.327
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Sample B
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23.8
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21.5
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18.3
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24.3
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22.9
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5.788
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This gives an F statistic:
(Most tables give critical values greater than 1, so divide the larger by the smaller)
This can be compared to the critical F value from tables, or the p-value can be obtained using the Excel function:
=FDIST(Fo, DOFn, DOFd) = 0.302
DOFn and DOFd are the Degrees of Freedom of the numerator and denominator (both are 4 in this example)
The F Test is based on the F Distribution.
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