F - Test
F - Test
F - Test
Application
test assumption of equal variances that
was made in using the t-test
interest in actually comparing the variance
of two populations
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The F-Distribution
Assume we repeatedly select a random
sample of size n from two normal
populations.
Consider the distribution of the ratio of
two variances: F = s12/s12.
The distribution formed in this manner
approximates an F distribution with the
following degrees of freedom:
v1 = n1 - 1 and v1 = n1 - 1
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Assumptions
Random, independent samples from 2
normal populations
Variability
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F-Table
The F table can be found on the appendix of
our text. It gives the critical values of the F-
distribution which depend upon the degrees
of freedom.
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Example 1
Assume that we have two samples with:
n2 = 7 and n1 =10
df = 7-1= 6 and df = 10-1= 9
Let v = F(6,9)
where 6 is the df from the numerator and 9 is
the df of the denominator.
Using the table with the appropriate df,
we find :
P(v < 3.37) = 0.95.
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Example 2: Hypothesis Test
to Compare Two Variances
1. Formulate the null and alternate hypotheses.
H0: 12= 12
Ha: 12> 22
[Note that we might also use 12 < 22 or 12 =/ 22]
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Example 2 continued
H0 : 12 = 22
Ha: 12 > 22
Assuming = 0.05
cv = 1.98 < 2.04
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