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Determine the p-value in a test comparing two variances

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    Determine the p-value in a test comparing two variances

    I am looking for an Excel function or a formula that will give me the p-value for an F-test comparing the variances of two populations. I can get the p-value using the "F-Test Two-Sample for Variances" tool in the Data Analysis Tool Pak, but I cannot find the p-value formula behind the tool. I use the CHISQ.DIST.RT function for single-variance problems, but I do not see how I can use it when comparing two variances, with two different degrees of freedom. Any ideas would be greatly appreciated. Thanks.

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    Re: Determine the p-value in a test comparing two variances

    Quote Originally Posted by Jim_Robison View Post
    I can get the p-value using the "F-Test Two-Sample for Variances" tool in the Data Analysis Tool Pak, but I cannot find the p-value formula behind the tool
    I thought it is indeed part of the Data Analysis output -- if you're satisfied with that instead of a formula.

    In either case, please provide an example Excel file (see the bright yellow banner at the top of the webpage) with data, formulas and some description of your use of the Data Analysis tool.

    For the latter, that might be a screenshot or field-by-field details.

    Some other thoughts....

    1. Do a google search for "excel p-value for f-test of two variances" without quotes. Off-hand, I found https://statisticsbyjim.com/hypothes...ces-test-excel . Haven't even looked at it yet.

    2. Wander around http://www.real-statistics.com . Usually a good source of such things. Caveat: He does make mistakes, though.

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    Re: Determine the p-value in a test comparing two variances

    Please see the attached spreadsheet. The application I am building will not work with the Data Analysis tool. I am looking for an Excel function(s) or formula that will produce the p-value.
    Attached Files Attached Files

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    Re: Determine the p-value in a test comparing two variances

    =FDIST(D13,D10,D11) returns the same value (within floating point error) as H12. Is it possible the p-score here is simply the value of the F distribution at the test statistic given the two degrees of freedom?

    FDIST() help file: https://support.microsoft.com/en-us/...e-6a5b7460b786
    F.DIST.RT() help file (should be the newer version of the old FDIST() function?): https://support.microsoft.com/en-us/...7-6049badc0520
    Last edited by MrShorty; 01-03-2023 at 03:23 PM.
    Quote Originally Posted by shg
    Mathematics is the native language of the natural world. Just trying to become literate.

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    Re: Determine the p-value in a test comparing two variances

    Thanks MrShorty, that did it. I ended up using F.DIST.RT but FDIST was the key.

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