MicroStrategy ONE
FTest
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
andArgument2
contain a different number of data points- The variance of either data set is zero