FTEST_q

Updated 2023-10-26 14:04:48.443000

Syntax

SELECT [westclintech].[wct].[FTEST_q] (
   <@Values1_RangeQuery, nvarchar(4000),>
  ,<@Values2_RangeQuery, nvarchar(4000),>)

Description

Use the scalar function FTEST_q to return the result of an F-test. An F-test returns the two-tailed probability that variance in dataset 1 and dataset 2 are not significantly different. Use this function to determine whether two samples have different variances.

F = \frac{\text{Explained Variance}}{\text{Unexplained variance}}

Arguments

@Values1_RangeQuery

the select statement, as text, used to determine the first set of values to be used in the FTEST_q calculation.

@Values2_RangeQuery

the select statement, as text, used to determine the second set of values to be used in the FTEST_q calculation.

Return Type

float

Remarks

If the number of rows in dataset 1 or dataset 2 is less than 2, FTEST_q will return an error.

If the variance of dataset 1 or the variance of dataset 2 is zero, FTEST_q will return a divide by zero error.

No GROUP BY is required for this function even though it produces aggregated results.

Examples

CREATE TABLE #data1

(

    [num] [float] NOT NULL

);

INSERT INTO #data1

VALUES

(6  );

INSERT INTO #data1

VALUES

(7  );

INSERT INTO #data1

VALUES

(9  );

INSERT INTO #data1

VALUES

(15 );

INSERT INTO #data1

VALUES

(21 );

CREATE TABLE #data2

(

    [num] [float] NOT NULL

);

INSERT INTO #data2

VALUES

(20 );

INSERT INTO #data2

VALUES

(28 );

INSERT INTO #data2

VALUES

(31 );

INSERT INTO #data2

VALUES

(38 );

INSERT INTO #data2

VALUES

(40 );

Select wct.FTEST_q('Select num from #data1', 'Select num from #data2');

This produces the following result

{"columns":[{"field":"column 1","headerClass":"ag-right-aligned-header","cellClass":"ag-right-aligned-cell"}],"rows":[{"column 1":"0.648317846786174"}]}