MicroStrategy ONE

F-test

 

Returns the P-value of an F-test on the variances of two sets of data. It tests that the variances in the two sets are not significantly different. For example, given the test scores from public and private schools, this function enables you to determine whether diversity levels between the two school types are significantly different.

Decision

 

 Reality: H0 is correct Reality: H1 is correct

Accept H0

No problem

Type 1 error

Reject H0

Type 2 error

No problem

Definition

P-value is basically a probability of making a Type 2 error.

FTest returns the p-value for the hypothesis test in the following form:

  • :

  • :

Syntax

FTest <Hypothesis type, Ratio> (Argument1, Argument2)

Usage Notes

The following conditions are invalid:

  • Argument1 and Argument2 contain a different number of data points
  • The variance of either data set is zero