Hello,
I'm using var.test to do a simple F-test for equality of variances. I think
I'm missing something small here:
> m<-rnorm(10,sd=1)
> n<-rnorm(5,sd=1)
> var.test(m,n)
F test to compare two variances
data: m and n
F = 13.7438, num df = 9, denom df = 4, p-value = 0.02256
alternative hypothesis: true ratio of variances is not equal to 1
95 percent confidence interval:
1.543430 64.844094
sample estimates:
ratio of variances
13.74375
> qf(.0250,9,4)*var(m)/var(n)
[1] 2.912997 <- correct degrees of freedom (I think!) and does not match
var.test lower bound
> qf(.0250,4,9)*var(m)/var(n)
[1] 1.543430 <-matches var.test lower bound with degrees of freedom
reversed
>
It seems that the F-test in var.test is getting the degrees of freedom mixed
up. Outside calculators seem to agree with the qf function.
So, am I misunderstanding something?
Thank you!
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