Lecture Slides

Essentials of Statistics
5th Edition
Global Edition

and the Triola Statistics Series

by Mario F. Triola

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-1

 Chapter 11
Chi-Square and Analysis of Variance

11-1 Review and Preview

11-2 Goodness-of-Fit
11-3 Contingency Tables
11-4 Analysis of Variance

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-2

 Key Concept

In this section, we consider sample data consisting of

observed frequency counts arranged in a single row or
column (called a one-way frequency table).

We will use a hypothesis test for the claim that the

observed frequency counts agree with some claimed
distribution, so that there is a good fit of the observed
data with the claimed distribution.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-3

 Definition
A goodness-of-fit test is used to test the hypothesis that an
observed frequency distribution fits (or conforms to) some
claimed distribution.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-4

 Goodness-of-Fit Test
Notation

O represents the observed frequency of an outcome, found

from the sample data.
E represents the expected frequency of an outcome, found
by assuming that the distribution is as claimed.
k represents the number of different categories or cells.
n represents the total number of trials.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-5

 Goodness-of-Fit Test
Requirements

1. The data have been randomly selected.

2. The sample data consist of frequency counts for each
of the different categories.
3. For each category, the expected frequency is at least 5.
(The expected frequency for a category is the
frequency that would occur if the data actually have the
distribution that is being claimed. There is no
requirement that the observed frequency for each
category must be at least 5.)

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-6

 Goodness-of-Fit
Hypotheses and Test Statistic
H 0 : The frequency counts agree with the claimed distribution.
H1 : The frequency counts do not agree with the claimed distribution.

(O − E ) 2
x = 2

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-7

 P-Values and Critical Values
P-Values
P-values are typically provided by technology, or a range
of P-values can be found from Table A-4.

Critical Values
1. Found in Table A-4 using k – 1 degrees of freedom,
where k = number of categories.
2. Goodness-of-fit hypothesis tests are always right-tailed.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-8

 Finding Expected Frequencies

If all expected frequencies are assumed equal:

n
E=
k

If all expected frequencies are assumed not equal:

E = np for each individual category

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-9

 Goodness-of-Fit Test

A close agreement between observed and expected values

will lead to a small value of χ2 and a large P-value.

A large disagreement between observed and expected

values will lead to a large value of χ2 and a small P-value.

A significantly large value of χ2 will cause a rejection of the

null hypothesis of no difference between the observed and
the expected.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-10

 Goodness-
Of-Fit Tests

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-11

 Example
A random sample of 100 weights of Californians is
obtained, and the last digit of those weights are
summarized on the next slide.

When obtaining weights, it is extremely important to

actually measure the weights rather than ask people to
self-report them.

By analyzing the last digit, we can verify the weights

were actually measured since reported weights tend to
be rounded to something ending with a 0 or a 5.

Test the claim that the sample is from a population of

weights in which the last digits do not occur with the
same frequency.

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-12
 Example - Continued

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-13
 Example - Continued
Requirement Check:

1. The data come from randomly selected subjects.

2. The data do consist of counts.

3. With 100 sample values and 10 categories that are

claimed to be equally likely, each expected
frequency is 10, which is greater than 5.

All requirements are met to proceed.

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-14
 Example - Continued
Step 1: The original claim is that the digits do not occur
with the same frequency. That is:

at least one of the probabilities p0 , p1 , , p9

is different from the others

Step 2: If the original claim is false, then all the

probabilities are the same:

p0 = p1 = p2 = p3 = p4 = p5 = p6 = p7 = p8 = p9

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-15
 Example - Continued
Step 3: The hypotheses can be written as:

H 0 : p0 = p1 = p2 = p3 = p4 = p5 = p6 = p7 = p8 = p9
H1 : At least one of the probabilities is different.

Step 4: No significance level was specified, so we

select α = 0.05.

Step 5: We use the goodness-of-fit test with a χ2

distribution.

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-16
 Example - Continued
Step 6: The calculation of the test statistic is given:

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-17
 Example - Continued
Step 6: The test statistic is χ2 = 212.800 and the critical
value is χ2 = 16.919 (Table A-4). The P-value was
found to be less than 0.0001 using technology.

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-18
 Example - Continued
Step 7: Reject the null hypothesis, since the P-value is
small and the test statistic is in the critical region.

Step 8: We conclude there is sufficient evidence to

support the claim that the last digits do not occur with
the same relative frequency.

In other words, we have evidence that the weights were

self-reported by the subjects, and the subjects were not
actually weighed.

. Copyright © 2015, 2011, 2008 Pearson Education, Inc.

. Section 11.2-19
 Characteristics of the F-Distribution

There is a “family” of F
Distributions.
Each member of the family is
determined by two parameters:
the numerator degrees of freedom
and the denominator degrees of
freedom.
4.5
1 Its values range from 0
to  . As F →  the
F cannot be curve approaches the X-
negative, and The F
distribution axis but never touches it.
it is a
continuous is positively
distribution. skewed.
Characteristi
Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-20
 Test for Equal Variances of Two Populations

2
s1
For the two tail test, the F =
test statistic is given by s 22
The degrees of freedom are
n1-1 for the numerator and
n2-1 for the denominator.

s12 and s 22 are the The null hypothesis is rejected

sample variances for if the computed value of the
the two samples. The test statistic is greater than the
larger s is placed in critical value.
the denominator.
Test for Equal
Variances of Two
Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-21
 Colin, a stockbroker at Critical
Securities, reported that the
mean rate of return on a
sample of 10 internet stocks
was 12.6 percent with a
standard deviation of 3.9
percent.
The mean rate of return on a
sample of 8 utility stocks was 10.9
percent with a standard deviation
of 3.5 percent. At the .05
significance level, can Colin
conclude that there is more
variation in the software stocks?

Copyright © 2015, 2011, 2008 Pearson Education, Inc.

Example 1
Section 11.2-22
 H0 : I 2
 U 2

Step 1: The hypotheses are

H 1 :  I2   U2

Step 2: The significance level is .05.

Step 3: The test statistic is the F distribution.

Copyright © 2015, 2011, 2008 Pearson Education, Inc.

Example 1 Section 11.2-23
Step 4: H0 is Example
rejected 1 continued
Step 5: The value of F is
if F>3.68 or if p < .05.
The degrees of
computed as follows.
freedom are n1-1 or 9 (3.9) 2
in the numerator and F= 2
= 1.2416
n1-1 or 7 in the (3.5)
denominator. The p(F>1.2416) is .3965.

H0 is not rejected. There is

insufficient evidence to show more
variation in the internet stocks.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-24

 Example

Listed below are student course evaluation scores for

courses taught by female professors and male professors
Use the same data with a 0.05 significance level to test the
claim that course evaluation scores of female professors
and male professors have the same variation.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-25

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-26
Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-27
Step 7: the test statistic F = 2.0269 does not fall
within the critical region, so we fail to reject the
null hypothesis of equal variances. There is not
sufficient evidence to warrant rejection of the
claim of equal standard deviations.

Copyright © 2015, 2011, 2008 Pearson Education, Inc. Section 11.2-28