Page 63 - MATLAB Recipes for Earth Sciences

54 3 Univariate Statistics

Although MATLAB does not provide a ready-to-use F–test, this hypoth-
esis test can easily be implemented. We fi rst apply this test to two distribu-
tions with very similar standard deviations of 1.3 and 1.2, respectively.

load('organicmatter_four.mat');

The quantity F is defined as the quotient between the larger and the smaller
variance. First we compute the standard deviations, where
s1 = std(corg1)

s2 = std(corg2)
yields

s1 =
1.2550
s2 =
1.2097

The F–distribution has two parameters, df1 and df2, which are the num-
bers of observations of both distributions reduced by one, where
df1 = length(corg1) - 1

df2 = length(corg2) - 1
yields

df1 =
59

df2 =
59

Next we sort the standard deviations by their absolute value,
if s1 > s2
slarger = s1
ssmaller = s2
else
slarger = s2
ssmaller = s1
end
and get

slarger =
1.2550