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F Test

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:

 1 2 3 4 5 Variance Sample A 8.7 9.8 12.2 12.9 9.5 3.327 Sample B 23.8 21.5 18.3 24.3 22.9 5.788

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. the F Test, and other types of hypothesis test, is covered in the MiC Quality online course Advanced Statistics. Try out our courses by taking the first module of the Primer in Statistics free of charge. [SIX SIGMA GLOSSARY ALPHABETICAL INDEX] [SIX SIGMA GLOSSARY INDEX OF TOPICS] [Top]

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