f_test Subroutine

public subroutine f_test(x1, x2, stat, p, dof1, dof2)

Computes the F-test and returns the probability (two-tailed) that the variances of two data sets are not significantly different.

See Also

Arguments

Type IntentOptional Attributes Name
real(kind=real64), intent(in) :: x1(:)

An N-element array containing the first data set.

real(kind=real64), intent(in) :: x2(:)

An M-element array containing the second data set.

real(kind=real64), intent(out) :: stat

The F-statistic.

real(kind=real64), intent(out) :: p

The probability value that the two samples are likely to have come from the two underlying populations that have the same variance.

real(kind=real64), intent(out) :: dof1

A measure of the degrees of freedom.

real(kind=real64), intent(out) :: dof2

A measure of the degrees of freedom.


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