java实现f检验

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;
    }
}