The F test for Comparing Two Normal Variances: Correct and Incorrect Calculation of the Two-Sided p-value?

Authors: 
Gallagher, J.
Editors: 
Goodall, G.
Type: 
Journal Article
Category: 
Other
Volume: 
28(2)
Pages: 
58-60
Year: 
2006
Publisher: 
Teaching Statistics
Abstract: 

This article illustrates that not all statistical software packages are correctly calculating a p-value for the classical F test comparison of two independent Normal variances. This is illustrated with a simple example, and the reasons why are discussed. Eight different software packages are considered.

The CAUSE Research Group is supported in part by a member initiative grant from the American Statistical Association’s Section on Statistics and Data Science Education