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Module 3 Lesson 3.5 F Test

The document discusses hypothesis testing using the F-test (analysis of variance). It provides steps for conducting an F-test: 1) state hypotheses, 2) choose significance level, 3) decide test statistic (F-test), 4) compute test statistic value, 5) make a decision to reject or fail to reject the null hypothesis based on critical value. An example is provided comparing average sales of 4 shampoo brands using a one-way ANOVA. Computations include correction factor, total, between, and within sum of squares to calculate the F-value for testing hypotheses.
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0% found this document useful (0 votes)
60 views

Module 3 Lesson 3.5 F Test

The document discusses hypothesis testing using the F-test (analysis of variance). It provides steps for conducting an F-test: 1) state hypotheses, 2) choose significance level, 3) decide test statistic (F-test), 4) compute test statistic value, 5) make a decision to reject or fail to reject the null hypothesis based on critical value. An example is provided comparing average sales of 4 shampoo brands using a one-way ANOVA. Computations include correction factor, total, between, and within sum of squares to calculate the F-value for testing hypotheses.
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© © All Rights Reserved
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Download as PDF, TXT or read online on Scribd
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HYPOTHESIS

TESTING
F – Test (Analysis of Variance)
__________
DR. ERNESTO S. FRAMO
Senior High School
LESSON 4: F-TEST

F-ratio Test
The F-ratio Test, also known as the One-Way ANOVA, is used for testing the homogeneity
of a set of means. It is used to test the equality of two or more means and to make inferences about
whether multiple samples come from populations with equal means. It describes the relationship
between the dependent variable, the various treatments/groups (or populations), and the random
error. However, it only provides information that the means are significantly different but does not
provide information as to which population means are equal and which are different.
At any rate, the following basic assumptions are considered when the ANOVA is used:
1. Samples are randomly selected and are independent.
2. The population is normally distributed.
3. The populations have equal standard deviations.
STEPS IN HYPOTHESIS TESTING:
1. State the hypotheses.
2. Choose a Level of Significance to be used.
3. Decide the test statistics to be used.
4. Compute for the value of the statistics.
5. Make a decision.
a. If the computed value of the test statistics is greater than the critical or tabular value:
Reject Ho and Accept Ha.
b. If the computed value of the test statistics is less than or equal to the critical or tabular
value: Accept Ho and Reject Ha.
6. State the conclusion/implication.
WHAT IS THE F-TEST?
The F-test is another parametric test used to compare the means of two or more groups of
independent samples. It is also known as the Analysis of Variance (ANOVA).
Kinds of analysis of variance are:
1. One-way analysis of variance (One-way ANOVA)
2. Two-way analysis of variance (Two-way ANOVA)
3. Three-way analysis of variance (Three-way ANOVA)
4. Multivariate analysis of variance (MANOVA)
The F-test is the analysis of variance (ANOVA). This is used in comparing the means of
two or more independent groups. One-way ANOVA is used when there is only one variable
involved. The two-way ANOVA is used when two variables are involved: the column and row
variables. The researcher is interested to know if there are significant difference between and
among columns and rows. This is also used in looking at the interaction effect between the
variables being analyzed.
Like the t-test, the F-test is also a parametric test which has to meet some conditions, and
the data to be analyzed if they are normal are expressed in interval or ratio data. This test is more
efficient than other test of difference.
ADVANTAGES OF ANOVA:
There are generally three advantages for using the ANOVA or F-test over the t-test and z-
test when there are two means to compare:
1. One blanket f-test will be more efficient since it is more laborious, for instance to apply
six t-test when one is comparing four means obtained from four independent samples.
2. The t-ratio has a statistical limitation, which is the likelihood of increasing the
probability of making alpha error as the number of means being compared increases.
This is the error of rejecting the null hypothesis when in fact it should be accepted.
3. In a case of two or more way analyses of variances, the interaction effects between
and among the variables can be measured, a process which can be performed using
the t-test.
WHY DO WE USE THE F-TEST?
The F-test is used to find out if there is a significant difference between and among the
means of the two or more independent groups.

WHEN DO WE USE THE F-TEST?


The F-test is used when there is normal distribution and when the level of measurement I
expressed in interval or ratio data just like the t-test and the z-test.

HOW DO WE USE THE F-TEST?


To get the F computed value, the following computations should be done.
(𝐆𝐓)𝟐
CF =
𝐍

TSS is the total sum of squares minus the CF, the correction factor.
BSS is the between sum of squares minus the CF, the correction factor.
WSS is the within sum of squares or it is the difference between the TSS minus the BSS.
After getting the TSS, BSS and WSS, the ANOVA table should be constructed.
ANOVA TABLE
Sources of df Sum of Mean sum of F - Value
Variation Squares (SS) squares Computed Tabular
(MSS)
Between 𝑩𝑺𝑺 See the table
K-1 BSS
Groups 𝒅𝒇 at 0.05 or the
𝑴𝑺𝑩 desired level
Within 𝑾𝑺𝑺 𝑭=
(N-1) – (K-1) WSS 𝑴𝑺𝑾
Groups 𝒅𝒇 of
TOTAL significance
with df
N-1 TSS
between and
within group
WHAT ARE THE STEPS IN SOLVING FOR THE F–VALUE?
The ANOVA table has five columns. These are: sources of variations, degrees of freedom,
sum of squares, mean squares and the F-value, both the computed and the tabular values.
The sources of variations are between the groups, within the group itself and the total
variations.
The degrees of freedom for the total are the total number of observations minus 1.
The degrees of freedom from the between group is the total number of groups minus 1.
The degrees of freedom for the within group is the total df minus the between groups df.
The MSB mean squares between is equal to the BSS/df.
The MSW mean squares within is equal to the WSS/df.
To get the F-computed value, divide MSB/MSW.
The F-computed value must be compared with the F-tabular value at a given level of
significance with the corresponding df’s of BSS and WSS.
FORMULA:

For Correction Factor:


(𝚺𝑿𝟏 + 𝚺𝑿𝟐+ 𝚺𝑿𝟑 +⋯+ 𝚺𝑿𝒏 )𝟐
CF =
𝒏𝟏 + 𝒏𝟐 + 𝒏𝟑 +⋯+ 𝒏𝒏

For Total Sum of Squares:


TSS = Σ(x1)2 + Σ(x2)2 + Σ(x3)2 + … + Σ(xn)2 - CF

For Between Sum of Squares:


(𝚺𝑿𝟏 )𝟐 (𝚺𝑿𝟐 )𝟐 (𝚺𝑿𝟑 )𝟐 (𝚺𝑿𝒏 )𝟐
BSS = + + + ⋯+ – CF
𝒏𝟏 𝒏𝟐 𝒏𝟑 𝒏𝒏

For Within Sum of Squares:


WSS = TSS - BSS
CRITICAL/TABULAR VALUE OF F-TEST
(5% ABOVE and 1% BELOW)
EXAMPLE 1:
A sari-sari store is selling 4 brands of shampoo. The owner is interested if there is a significant
difference in the average sales of the four brands of shampoo for one week. The following data are
recorded:
BRAND
A B C D
7 9 2 4
3 8 3 5
5 8 4 7
6 7 5 8
9 6 6 3
4 9 4 4
3 10 2 5
Perform the analysis of variance and test the hypothesis at 0.05 level of significance that
the average sales of the four brands of shampoo are equal.
SOLUTION:

STEP 1: HYPOTHESES
H0: There is no significant difference in the average sales of the four brands of shampoo.
Ha: There is a significant difference in the average sales of the four brands of shampoo.

STEP 2: LEVEL OF SIGNIFICANCE (α)


α = 0.05
df (between) = K – 1 = 4 - 1 = 3
df (within) = (N - 1) – (K - 1) = 27 – 3 = 24
df (total) = N – 1 = 28 – 1 = 27
critical/tabular value (t.v.): F0.05 = 3.01

STEP 3: TEST STATISTICS


F-test
STEP 4: COMPUTATION

BRAND OF SHAMPOO BRAND OF SHAMPOO


A B C D A B C D
2 2 2 2
X1 X2 X3 X4 X1 X2 X3 X4
7 9 2 4 49 81 4 16
3 8 3 5 9 64 9 25
5 8 4 7 25 64 16 49
6 7 5 8 36 49 25 64
9 6 6 3 81 36 36 9
4 9 4 4 16 81 16 16
3 10 2 5 9 100 4 25
37 57 26 36 225 475 110 204
ΣX1 ΣX2 ΣX3 ΣX4 ΣX12 ΣX22 ΣX32 ΣX42
(𝚺𝑿𝟏 + 𝚺𝑿𝟐 + 𝚺𝑿𝟑 +⋯+ 𝚺𝑿𝒏 )𝟐 (37+57+26+36)2 (156)2 24,336
CF =
𝒏𝟏 + 𝒏𝟐 + 𝒏𝟑 +⋯+ 𝒏𝒏
=
7+7+7+7
= = = 𝟖𝟔𝟗. 𝟏𝟒
28 28

TSS = Σ(x1)2 + Σ(x2)2 + Σ(x3)2 + … + Σ(xn)2 – CF


TSS = 225 + 475 + 110 + 204 – 869.14
TSS = 1014 – 869.14
TSS = 144.86

(𝚺𝑿𝟏 )𝟐 (𝚺𝑿𝟐 )𝟐 (𝚺𝑿𝟑 )𝟐 (𝚺𝑿𝒏 )𝟐


BSS =
𝒏𝟏
+
𝒏𝟐
+
𝒏𝟑
+ ⋯+
𝒏𝒏
– CF
(37)2 (57)2 (26)2 (36)2
BSS =
7
+ + + − 869.14
7 7 7
1,369 3,249 676 1,296
BSS = + + + − 869.14
7 7 7 7

BSS = 195.57 + 464.14 + 96.57 + 185.14 - 869.14


BSS = 941.42 – 869.14
BSS = 72.28
WSS = TSS – BSS
WSS = 144.86 – 72.28
WSS = 72.58

𝑩𝑺𝑺 72.28
MSB =
𝒅𝒇
= = 𝟐𝟒.𝟎𝟗
3

𝑾𝑺𝑺 72.58
MSW = 𝒅𝒇
= 24
= 𝟑.𝟎𝟐
ANOVA TABLE
Sources of df SS MS F-Value
Variation Computed Tabular
Between
3 72.28 24.09
Group
Within F = 7.98 F0.05 = 3.01
24 72.58 3.02
Group
TOTAL 27 144.86
STEP 5: DECISION RULE
Since the computed value of 7.98 is greater than the critical/tabular value of 3.01, reject
the H0.

STEP 6: CONCLUSION:
Since the F-computed value of 7.98 is greater than the F-tabular value of 3.01 at 0.05 level
of significance with 3 and 24 degrees of freedom, the null hypothesis is disconfirmed in favor of
the research hypothesis which means that there is a significant difference in the average sale of the
4 brands of shampoo.
WHAT IS THE SCHEFFE’S TEST?
To find out where the differences lie another test must be used.

The F-test tells us that there is a significant difference in the sales of the 4 brands of
shampoo but as to where the difference lies, it has to be tested further by another test, the Scheffe’s
test formula.
(x 𝟏 − x 𝟐 )𝟐
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
𝒏𝟏 𝒏𝟐

WHERE: F’ = Scheffe’s Test


x𝟏 = Mean of Group 1
x𝟐 = Mean of Group 2
n1 = number of samples in group 1
n2 = number of samples in group 2
SW2 = within mean squares
SOLUTION:

BRAND OF SHAMPOO BRAND OF SHAMPOO


A B C D A B C D
2 2 2 2
X1 X2 X3 X4 X1 X2 X3 X4
7 9 2 4 49 81 4 16
3 8 3 5 9 64 9 25
5 8 4 7 25 64 16 49
6 7 5 8 36 49 25 64
9 6 6 3 81 36 36 9
4 9 4 4 16 81 16 16
3 10 2 5 9 100 4 25
37 57 26 36 225 475 110 204
ΣX1 ΣX2 ΣX3 ΣX4 ΣX1 2 ΣX2 2 ΣX3 2 ΣX4 2

𝚺𝒙 𝟑𝟕 𝚺𝒙 𝟓𝟕
x𝑨 = = = 𝟓. 𝟐𝟗 x𝑩 = = = 𝟖. 𝟏𝟒
𝒏 𝟕 𝒏 𝟕

𝚺𝒙 𝟐𝟔 𝚺𝒙 𝟑𝟔
x𝑪 = 𝒏
= 𝟕
= 3.71 x𝑫 = 𝒏
= 𝟕
= 𝟓. 𝟏𝟒
A VS B
(x 𝟏 − x 𝟐 )𝟐 (5.29−8.14)2 8.1225 8.1225
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟗. 𝟒𝟏
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐

A VS C
(x 𝟏 − x 𝟐 )𝟐 (5.29−3.71)2 2.4964 2.4964
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟐. 𝟖𝟗
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐

A VS D
(x 𝟏 − x 𝟐 )𝟐 (5.29−5.14)2 0.0225 0.0225
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟎. 𝟎𝟑
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐

B VS C
(x 𝟏 − x 𝟐 )𝟐 (8.14−3.71)2 19.6249 19.6249
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟐𝟐. 𝟕𝟒
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐

B VS D
(x 𝟏 − x 𝟐 )𝟐 (8.14−5.14)2 9 9
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟏𝟎. 𝟒𝟑
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐

C VS D
(x 𝟏 − x 𝟐 )𝟐 (3.71−5.14)2 2.0449 2.0449
F’ = 𝑺𝑾𝟐 (𝒏𝟏 + 𝒏𝟐)
= 3.02 (7+7) = 42 .28 = = 𝟐. 𝟑𝟕
0.8629
(7)(7) 49
𝒏 𝟏 𝒏𝟐
Comparison of the Average Sales of the Four Brands of Shampoo
df = (F0.05) • (K-1)
Between Brand F’ Interpretation
(3.01) (3)
A VS B 9.41 9.03 Significant
A VS C 2.89 9.03 Not Significant
A VS D 0.03 9.03 Not Significant
B VS C 22.74 9.03 Significant
B VS D 10.43 9.03 Significant
C VS D 2.37 9.03 Not Significant

The above table shows that there is a significant difference in the sales between brand A
and brand B, brand B and brand C, and also brand B and brand D. However, brands A and C, A
and D and C and D do not significantly differ in their average sales.
This implies that brand B is more saleable than brands A, C and D.
Thank You!

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