ftest0.m

统计学习的Matlab程序:包括各种假设检验,模型识别和线性回归等.

function [h,f,f1]=ftest0(X,Y,a,tail) 
%FTEST0 两个正态总体方差的检验(F检验)
%参考文献：《应用数理统计》（叶慈南编）p122. 
%两个正态总体方差的检验(F检验） 
%调用格式：[h,f,f1]=ftest0(X,Y,a,tail) 
%X,Y为样本，a为显著性水平 
%TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.' 

%By：Ji Lin
%Email: [e-mail]
%Blog: http://linji526.spaces.live.com
%Date: 2007，2008/08/18

if nargin<4 
    tail=0;
end 
if nargin<3 
    a=0.05;
end 
n1=length(X);n2=length(Y); 
f=var(X)/var(Y); 
if tail == 0 % two-tailed test 
    f1=finv(1-a/2,n1-1,n2-1);f2=finv(a/2,n1-1,n2-1); 
    if (f1<= f)||(f<=f2) 
        h = '拒绝H0'; 
    else 
        h = '接受H0'; 
    end 
elseif tail == 1 % right one-tailed test 
    f1 = finv(1-a,n1-1,n2-1); 
    if chi21<= chi2 
        h = '拒绝H0'; 
    else 
        h = '接受H0'; 
    end     
elseif tail == -1 % left one-tailed test 
    f1 = finv(a,n1-1,n2-1); 
    if f<= f1 
        h = '拒绝H0'; 
    else 
        h = '接受H0'; 
    end 
else 
    error('stats:ftest:BadTail',... 
          'TAIL must be ''both'', ''right'', or ''left'', or 0, 1, or -1.'); 
end