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    F Test PDF

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    The F-test is used to test if the variances from two populations are equal. It involves calculating an F-statistic, which is the ratio of the two sample variances. The F-statistic is then compared to critical values from the F-distribution to determine if the null hypothesis that the variances are equal can be rejected. An example is provided that tests the variances from two batches of ceramic strength measurements and finds no evidence to reject the null hypothesis of equal variances. The F-test can be used to determine if two samples come from populations with equal variances or if a new process reduces variability.

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    F Test PDF

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    Anonymous u6gMxWef
    1K views2 pages
    The F-test is used to test if the variances from two populations are equal. It involves calculating an F-statistic, which is the ratio of the two sample variances. The F-statistic is then compared to critical values from the F-distribution to determine if the null hypothesis that the variances are equal can be rejected. An example is provided that tests the variances from two batches of ceramic strength measurements and finds no evidence to reject the null hypothesis of equal variances. The F-test can be used to determine if two samples come from populations with equal variances or if a new process reduces variability.

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    The F-test is used to test if the variances from two populations are equal. It involves calculating an F-statistic, which is the ratio of the two sample variances. The F-statistic is then compared to critical values from the F-distribution to determine if the null hypothesis that the variances are equal can be rejected. An example is provided that tests the variances from two batches of ceramic strength measurements and finds no evidence to reject the null hypothesis of equal variances. The F-test can be used to determine if two samples come from populations with equal variances or if a new process reduces variability.

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    1K views2 pages

    F Test PDF

    Uploaded by

    Anonymous u6gMxWef
    The F-test is used to test if the variances from two populations are equal. It involves calculating an F-statistic, which is the ratio of the two sample variances. The F-statistic is then compared to critical values from the F-distribution to determine if the null hypothesis that the variances are equal can be rejected. An example is provided that tests the variances from two batches of ceramic strength measurements and finds no evidence to reject the null hypothesis of equal variances. The F-test can be used to determine if two samples come from populations with equal variances or if a new process reduces variability.

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    1.3.5.9.

    F-Test for Equality of Two Variances

    Page 1 of 3

    1. Exploratory Data Analysis


    1.3. EDA Techniques
    1.3.5. Quantitative Techniques

    1.3.5.9. F-Test for Equality of Two Variances


    Purpose:
    Test if
    variances
    from two
    populations
    are equal

    An F-test (Snedecor and Cochran, 1983) is used to test if the


    variances of two populations are equal. This test can be a two-tailed
    test or a one-tailed test. The two-tailed version tests against the
    alternative that the variances are not equal. The one-tailed version
    only tests in one direction, that is the variance from the first
    population is either greater than or less than (but not both) the second
    population variance. The choice is determined by the problem. For
    example, if we are testing a new process, we may only be interested
    in knowing if the new process is less variable than the old process.

    Definition

    The F hypothesis test is defined as:


    12 = 22
    H0:
    Ha:
    2 < 2 for a lower one-tailed test
    1
    12
    12

    Test
    Statistic:

    >

    2
    22
    22

    for an upper one-tailed test


    for a two-tailed test

    F = s21 /s22

    where s21 and s22 and are the sample variances. The
    more this ratio deviates from 1, the stronger the
    evidence for unequal population variances.
    Significance
    Level:
    Critical
    The hypothesis that the two variances are equal is
    Region:
    rejected if

    F > F,N1 1,N2 1


    F < F1,N1 1,N2 1
    F < F1/2,N1 1,N2 1

    for an upper one-tailed test


    for a lower one-tailed test
    for a two-tailed test

    or

    F > F/2,N1 1,N2 1

    http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm

    7/27/2015

    1.3.5.9. F-Test for Equality of Two Variances

    Page 2 of 3

    where F, N1-1, N2-1 is the critical value of the F


    distribution with N1-1 and N2-1 degrees of freedom and
    a significance level of .
    In the above formulas for the critical regions, the
    Handbook follows the convention that F is the upper
    critical value from the F distribution and F1- is the
    lower critical value from the F distribution. Note that
    this is the opposite of the designation used by some
    texts and software programs.
    F Test
    Example

    The following F-test was generated for the AUTO83B.DAT data set.
    The data set contains 480 ceramic strength measurements for two
    batches of material. The summary statistics for each batch are shown
    below.
    BATCH 1:
    NUMBER OF OBSERVATIONS
    MEAN
    STANDARD DEVIATION

    =
    =
    =

    240
    688.9987
    65.54909

    BATCH 2:
    NUMBER OF OBSERVATIONS
    MEAN
    STANDARD DEVIATION

    =
    =
    =

    240
    611.1559
    61.85425

    We are testing the null hypothesis that the variances for the two
    batches are equal.
    H0:
    Ha:

    12 = 22
    12 22

    Test statistic: F = 1.123037


    Numerator degrees of freedom: N1 - 1 = 239
    Denominator degrees of freedom: N2 - 1 = 239
    Significance level: = 0.05
    Critical values: F(1-/2,N1-1,N2-1) = 0.7756
    F(/2,N1-1,N2-1) = 1.2894
    Rejection region: Reject H0 if F < 0.7756 or F > 1.2894

    The F test indicates that there is not enough evidence to reject the
    null hypothesis that the two batch variancess are equal at the 0.05
    significance level.
    Questions

    The F-test can be used to answer the following questions:


    1. Do two samples come from populations with equal variancess?
    2. Does a new process, treatment, or test reduce the variability of
    the current process?

    Related
    Techniques

    Quantile-Quantile Plot
    Bihistogram

    http://www.itl.nist.gov/div898/handbook/eda/section3/eda359.htm

    7/27/2015

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