test_signed_rank SciMax Toolbox test_variance_ratio

SciMax Toolbox >> test_variance

test_variance

Maxima Function

Calling Sequence

test_variance (x)
test_variance(x,option_1,option_2,...)

Description

This is the variance chi^2-test. Argument x is a list or a column matrix containing a one dimensional sample taken from a normal population.

Options:

The output of function test_variance is an inference_result Maxima object showing the following results:

  1. 'var_estimate: the sample variance.

  2. 'conf_level: confidence level selected by the user.

  3. 'conf_interval: confidence interval for the population variance.

  4. 'method: inference procedure.

  5. 'hypotheses: null and alternative hypotheses to be tested.

  6. 'statistic: value of the sample statistic used for testing the null hypothesis.

  7. 'distribution: distribution of the sample statistic, together with its parameter.

  8. 'p_value: p-value of the test.

Examples:

It is tested whether the variance of a population with unknown mean is equal to or greater than 200.

(%i1) load("stats")$
(%i2) x: [203,229,215,220,223,233,208,228,209]$
(%i3) test_variance(x,'alternative='greater,'variance=200);
             |                  VARIANCE TEST
             |
             |              var_estimate = 110.75
             |
             |                conf_level = 0.95
             |
             |     conf_interval = [57.13433376937479, inf]
             |
(%o3)        | method = Variance Chi-square test. Unknown mean.
             |
             |    hypotheses = H0: var = 200 , H1: var > 200
             |
             |                 statistic = 4.43
             |
             |             distribution = [chi2, 8]
             |
             |           p_value = .8163948512777689
test_signed_rank SciMax Toolbox test_variance_ratio