Function Reference: vartest

statistics: h = vartest (x, v)
statistics: h = vartest (x, v, name, value)
statistics: [h, pval] = vartest (…)
statistics: [h, pval, ci] = vartest (…)
statistics: [h, pval, ci, stats] = 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:

chisqstatthe value of the test statistic
dfthe degrees of freedom of the test

[…] = vartest (…, name, value), … specifies one or more of the following name/value pairs:

NameValue
"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