I was told to rewrite an old java program that performs some statistical calculations. I was able to solve most of the problems until I ran into this one:
The program compares two sets of data over 100 samples. I have standard deviations for both sets of data and something called F Calculated and F from the table in the F Test section.
The original program tells if there is a statistically significant difference between standard deviations of dataset 1 and 2.
After that, there is a T-Test section, which basically tells the same.
In my understanding so far F-test and T-Test are two different things and we should not confuse them. However, I have seen claims that F value is the T value squared. Also, I have seen questions where people are confused about the different results obtained from F-Tests and T-Tests.
Looking at the code I can see T-Test code in some class that deals with F-Test. Some details of the T-Test calculations are hidden in some compiled code that I have no access to so I need to figure out and implement the correct formula all by myself. We are not sure if the existing code is correct.
Can someone please point me to a document that shows how to calculate p-value and alpha in T-test and comment about mixing F-Test and T-Test formulas?