F检验：修订间差异

Statistical hypothesis test, mostly using multiple restrictions
无编辑摘要
无编辑摘要
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{{Short description|Statistical hypothesis test, mostly using multiple restrictions}}
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[[File:F-test_plot.svg|thumb|An f-test pdf with d1 and d2 = 10, at a significance level of 0.05. (Red shaded region indicates the critical region)]]
An '''''F''-test''' is any [[statistical test]] used to compare the variances of two samples or the ratio of variances between multiple samples. The [[test statistic]], random variable F, is used to determine if the tested data has an [[F-distribution|''F''-distribution]] under the true [[null hypothesis]], and true customary assumptions about the error term (ε).<ref name=":0">{{Cite book |last=Berger |first=Paul D. |url=http://link.springer.com/10.1007/978-3-319-64583-4 |title=Experimental Design |last2=Maurer |first2=Robert E. |last3=Celli |first3=Giovana B. |date=2018 |publisher=Springer International Publishing |isbn=978-3-319-64582-7 |location=Cham |pages=108 |language=en |doi=10.1007/978-3-319-64583-4}}</ref> It is most often used when [[model selection|comparing statistical models]] that have been fitted to a [[data]] set, in order to identify the model that best fits the [[population (statistics)|population]] from which the data were sampled. Exact "''F''-tests" mainly arise when the models have been fitted to the data using [[least squares]]. The name was coined by [[George W. Snedecor]], in honour of [[Ronald Fisher]]. Fisher initially developed the statistic as the variance ratio in the 1920s.<ref>{{cite book |last=Lomax |first=Richard G. |year=2007 |title=Statistical Concepts: A Second Course |url=https://archive.org/details/introductiontost0000loma_j6h1 |url-access=registration |page=[https://archive.org/details/introductiontost0000loma_j6h1/page/10 10] |isbn=978-0-8058-5850-1 }}</ref>


{{Navplate AlgorithmNodeList}}
{{Navplate AlgorithmNodeList}}


[[Category:方差分析]]
[[Category:方差分析]]

2024年1月16日 (二) 13:55的版本

F Test.png
节点状态
PC可用
在 V1.0部署
F检验F Test.svg
节点开发者决策链算法研发部 (Dev.Team-DPS)
节点英文名F检验
功能主类别数据分析
英文缩写F检验
功能亚类别方差分析
节点类型数据挖掘
开发语言R
节点简介

F检验也称方差比率检验、方差齐性检验。它是一种在零假设（null hypothesis, H0）之下，统计值服从F-分布的检验。主要通过比较两组数据的方差, 以确定两者密度是否有显著性差异, 也是检查多组均值之间的差异。

用途：用于比较两个或多个样本或群体的方差是否显著不同。F检验常常用在方差分析中，以确定不同组别之间是否存在显著差异。

参数：选择连续型数值变量

端口数量与逻辑控制(PC)
Input-入口4个
Output-出口3个
Loop-支持循环是
If/Switch-支持逻辑判断否
输入输出
可生成图片类型（推荐）
可生成数据表类型（推荐）
相关节点
上一节点McNemar检验
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文件:F-test plot.svg
An f-test pdf with d1 and d2 = 10, at a significance level of 0.05. (Red shaded region indicates the critical region)

An F-test is any statistical test used to compare the variances of two samples or the ratio of variances between multiple samples. The test statistic, random variable F, is used to determine if the tested data has an F-distribution under the true null hypothesis, and true customary assumptions about the error term (ε).[1] It is most often used when comparing statistical models that have been fitted to a data set, in order to identify the model that best fits the population from which the data were sampled. Exact "F-tests" mainly arise when the models have been fitted to the data using least squares. The name was coined by George W. Snedecor, in honour of Ronald Fisher. Fisher initially developed the statistic as the variance ratio in the 1920s.[2]

查找其他类别的节点，请参考以下列表

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