Scribd
Upload
23 views10 pages

8 - F Distribution

The document discusses the F distribution, its properties, and applications. It defines the F distribution and provides its probability density function. It also discusses the shape and parameter range of the F distribution as well as how to estimate its parameters. Examples are provided to illustrate hypothesis testing using the F distribution to compare variances.

Uploaded by

Adam Hermawan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
23 views10 pages

8 - F Distribution

The document discusses the F distribution, its properties, and applications. It defines the F distribution and provides its probability density function. It also discusses the shape and parameter range of the F distribution as well as how to estimate its parameters. Examples are provided to illustrate hypothesis testing using the F distribution to compare variances.

Uploaded by

Adam Hermawan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 10

F DISTRIBUTION

Arif Wahjudi
Population 2
F Distribution
Sample 1 N(2,2)
Population 1

N(1,2) Sample 1 n11 ; n21 Sample 2


F1 Sample k
Sample 2
n12 ; n22
f F
F2
Sample k
n1k ; n2 k
Fk
s12
F 2
s2
v1  v2  2  v1 
v1 2
F v1 2 1
f F    
v1 2v2 2   v2  1  v1 F v2 v1 v2  2 F
F0
Parameter and Properties
 Shape parameter
1 and 2
 Parameter range
 = (+) integer
 Best estimate of 
vˆ1  n1  1 vˆ2  n2  1
 Expected value
v2

v2  2
2v22 v1  v2  2 
 Standard deviation  for v2  4
v1 v2  4 v2 2 
2
The left-tail value of F(1,2)

1
F0 ' 
F v2 , v1 
F0’
Example 15.2
 Two F values such that 5 percent is in
each tail for ν1 = 8 and ν2 = 12
 The area below F = 0.2114 if ν1 = 9
and ν2 = 24
 The F relation may be used to
determine the probability that the
variance of one sample will equal or
exceed some specified multiple of the
second sample variance
Example 15.3
A consumer product is made at two different
plants using similar machines. Dimensions are
sampled at both sites with the following result
Plant A B
Sample size 15 8
Sample variance 0.100 0.115

a)Are the plants making product with equal


variances?
b)How much larger or smaller does sB2 have
to be to alter the decision in a)?
Confidence and Significance
Levels
 Confidence level is the degree of
assurance that a particular statistical
statement is correct, under specified
conditions.
 Significant level is the degree of
uncertainty about the statistical
statement under the same conditions
used to determine the condition
levels.
Confidence Level + Significance Level = 1

Confidence Significance (1 - ) +  = 1
1- 
x0

½ Significance ½ Significance
/ Confidence /
2 2
1-
xL xU
Problem
 15.12

You might also like