The FV_TEST function computes the F-statistic and the probability that two sample populations X and Y have significantly different variances. X and Y may be of different lengths. The result is a two-element vector containing the F-statistic and its significance. The significance is a value in the interval [0.0, 1.0]; a small value (0.05 or 0.01) indicates that X and Y have significantly different variances. This type of test is often referred to as the F-variance test.
The F-statistic formula for sample populations x and y with means ` x and ` y is defined as:
where x = ( x 0 , x 1 , x 2 , ..., x N-1 ) and y = ( y 0 , y 1 , y 2 ..., y M-1 )
This routine is written in the IDL language. Its source code can be found in the file
subdirectory of the IDL distribution.