Hvorfor blir ikke dette identisk?
Jeg trodde jeg lagde et 95% konfidensintervall for F-statistikken. Det blir litt negativ skjevhet, blant annet.
Kode i R:
F = sd(x)**2/sd(y)**2 print(F) interval = c(qf(0.05/2,length(x)-1,length(y)-1), qf(1-0.05/2,length(x)-1,length(y)-1)) print(interval) print(var.test(x,y,ratio=1,conf.level=0.95))
Output:
[1] 1.279251
[1] 0.2483859 4.0259942
F test to compare two variances
data: x and y
F = 1.2793, num df = 9, denom df = 9, p-value = 0.7197
alternative hypothesis: true ratio of variances is not equal to 1
95 percent confidence interval:
0.3177479 5.1502577
sample estimates:
ratio of variances
1.279251 Â