vartest
One-sample test of variance.
h = vartest (x, v) performs a chi-square test of the
hypothesis that the data in the vector x come from a normal
distribution with variance v, against the alternative that x
comes from a normal distribution with a different variance. The result is
h = 0 if the null hypothesis ("variance is V") cannot be rejected at
the 5% significance level, or h = 1 if the null hypothesis can be
rejected at the 5% level.
x may also be a matrix or an N-D array. For matrices, vartest
performs separate tests along each column of x, and returns a vector of
results. For N-D arrays, vartest works along the first non-singleton
dimension of x. v must be a scalar.
vartest treats NaNs as missing values, and ignores them.
[h, pval] = vartest (…) returns the p-value. That
is the probability of observing the given result, or one more extreme, by
chance if the null hypothesisis true.
[h, pval, ci] = vartest (…) returns a
100 * (1 - alpha)% confidence interval for the true variance.
[h, pval, ci, stats] = vartest (…)
returns a structure with the following fields:
chisqstat | the value of the test statistic | |
df | the degrees of freedom of the test |
[…] = vartest (…, name, value), …
specifies one or more of the following name/value pairs:
| Name | Value | |
|---|---|---|
"alpha" | the significance level. Default is 0.05. | |
"dim" | dimension to work along a matrix or an N-D array. | |
"tail" | a string specifying the alternative hypothesis |
"both" | variance is not v (two-tailed, default) | |
"left" | variance is less than v (left-tailed) | |
"right" | variance is greater than v (right-tailed) |
See also: ttest, ztest, kstest
Source Code: vartest