F検定

Also known as F test

thumb|An F-test pdf with d1 and d2 = 10, at a significance level of 0.05. (Red shaded region indicates the critical region) An F-test is a statistical test that compares variances. It is used to determine if the variances of two samples, or if the ratios of variances among multiple samples, are significantly different. The test calculates a statistic, represented by the random variable F, and checks if it follows an F-distribution. This check is valid if the null hypothesis is true and standard assumptions about the errors (ε) in the data hold.