[OASIS Issue Tracker] Commented: (OFFICE-2228) FTEST: does it testthe variances, or whether two datasets come from the same population? Is it2-tailed?

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    [ http://tools.oasis-open.org/issues/browse/OFFICE-2228?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16695#action_16695 ] 

Andreas Guelzow  commented on OFFICE-2228:
------------------------------------------

The standard F-Test tests the equality of the variances for two normally distributed population. It does not (and cannot) test equality of the distributions since it completely ignores the means.

I will try to get hold of a machine with Excel to confirm what it is really doing. (After having taught statistics for close to 20 years I ought to be able to figure that out.)

> FTEST: does it test the variances, or whether two datasets come from the same population? Is it 2-tailed?
> ---------------------------------------------------------------------------------------------------------
>
>                 Key: OFFICE-2228
>                 URL: http://tools.oasis-open.org/issues/browse/OFFICE-2228
>             Project: OASIS Open Document Format for Office Applications (OpenDocument) TC
>          Issue Type: Sub-task
>          Components: OpenFormula
>    Affects Versions: ODF 1.2
>            Reporter: Eike Rathke
>            Assignee: Andreas Guelzow 
>             Fix For: ODF 1.2
>
>
> Broken out from OFFICE-916
> FTEST
> - "Summary: Returns the result of an F test (the probability that two datasets
>   have come from the same total population)" 
>   Excel says it tests the probability that the *variances* are not
>   significantly different (which is not the same as coming from the same total
>   population).
> [ed:] TODO: who can provide insight?
> - "An F-test returns the one-tailed probability" Excel currently describes
>   this as the 2-tailed probability. I believe that is correct (see
>   http://www.coventry.ac.uk/ec/~nhunt/pottel.pdf). Old versions of Excel eg 97
>   describe it as one tailed. It would be worth someone with real knowledge
>   checking this out.
> [ed:] TODO: who can provide insight?

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