Oracle® Database SQL Reference 10g Release 1 (10.1) Part Number B1075901 


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STATS_F_TEST
tests whether two variances are significantly different. The observed value of f is the ratio of one variance to the other, so values very different from 1 usually indicate significant differences.
This function takes three arguments: expr1
is the grouping or independent variable and expr2
is the sample of values. The function returns one number, determined by the value of the third argument. If you omit the third argument, the default is TWO_SIDED_SIG
. The meaning of the return values is shown in Table 75.
Table 75 STATS_F_TEST Return Values
Return Value  Meaning 

STATISTIC 
The observed value of f 
DF_NUM 
Degree of freedom for the numerator 
DF_DEN 
Degree of freedom for the denominator 
ONE_SIDED_SIG 
Onetailed significance of f 
TWO_SIDED_SIG 
Twotailed significance of f 
The observed value of f is the ratio of the variance of one group to the variance of the second group. The significance of the observed value of f is the probability that the variances are different just by chance—a number between 0 and 1. A small value for the significance indicates that the variances are significantly different. The degree of freedom for each of the variances is the number of observations in the sample minus 1.
The following example determines whether the variance in credit limit between men and women is significantly different. The results, a p_value not close to zero, and an f_statistic close to 1, indicate that the difference between credit limits for men and women are not significant.
SELECT VARIANCE(DECODE(cust_gender, 'M', cust_credit_limit, null)) var_men, VARIANCE(DECODE(cust_gender, 'F', cust_credit_limit, null)) var_women, STATS_F_TEST(cust_gender, cust_credit_limit, 'STATISTIC') f_statistic, STATS_F_TEST(cust_gender, cust_credit_limit) two_sided_p_value FROM sh.customers; VAR_MEN VAR_WOMEN F_STATISTIC TWO_SIDED_P_VALUE     12879896.7 13046865 1.01296348 .311928071