描述
用于两个总体方差之间的比较。
Demo
public class FtestDemo {
/**
* two-sided test
* @param args
*/
public static void main(String[] args) {
double[] x= {300,280,344,385,372,360,288,321,376,290,301,283};
double[] y= {274,220,308,336,198,300,315,258,318,310,332,263};
Ftest f=new Ftest(x, y);
System.out.println(f.getPValue());
}
}
代码
package com.math.statistics;
import org.apache.commons.math3.stat.descriptive.moment.Variance;
import JSci.maths.statistics.FDistribution;
/***
* @author miaoyibo
*
*/
public class Ftest {
private double[] x;
private double[] y;
Variance variance = new Variance();
public Ftest(double[] x, double[] y) {
super();
this.x = x;
this.y = y;
}
public double[] getX() {
return x;
}
public void setX(double[] x) {
this.x = x;
}
public double[] getY() {
return y;
}
public void setY(double[] y) {
this.y = y;
}
public double getXDegreesOfFreedom() {
return x.length - 1;
}
public double getYDegreesOfFreedom() {
return y.length - 1;
}
public double getXVariance() {
return variance.evaluate(x);
}
public double getYVariance() {
return variance.evaluate(y);
}
public double getPValue() {
double q=getXVariance()*getXVariance();
double p=getYVariance()*getYVariance();
double f=q/p;
FDistribution fd=new FDistribution(x.length - 1, y.length - 1);
double cumulative = fd.cumulative(f);
return (1-cumulative)*2;
}
}
