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The F-Test PDF

This document covers the F-test, which is used to analyze differences in means across multiple groups using the F-distribution. It explains the significance of the F-statistic in the context of ANOVA and outlines the conditions for rejecting the null hypothesis. Additionally, it provides an overview of the F-distribution's characteristics and its application in statistical inference.

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12 views20 pages

The F-Test PDF

This document covers the F-test, which is used to analyze differences in means across multiple groups using the F-distribution. It explains the significance of the F-statistic in the context of ANOVA and outlines the conditions for rejecting the null hypothesis. Additionally, it provides an overview of the F-distribution's characteristics and its application in statistical inference.

Uploaded by

klopienclaudia
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Introductory Statistics I

The F-TEST

Dr Patrick Osatohanmwen
PhD Industrial Mathematics (Mathematical Statistics)
University of Benin
Introductory Statistic Is I

Learning objective

● Explore the F- distribution and see how it is applied


in carrying out test of hypothesis concerning the means
of several populations.
Introductory Statistics I

Introduction

● In the previous lesson, we have examined the test


of hypothesis concerning the mean of a single population.

● We considered the cases where the sample


size is known as well as when the variance of
the population is known or not.
Introductory Statistic Is I

Introduction

● In carrying out those tests, we saw that the sampling


distribution of the test statistic is either approximately
normally distributed or has a t-distribution.

● In particular, when the population variance is known,


we used the Z-test statistic which follows the normal
distribution, and when the variance is unknown,
we use the T-test statistic which follows
the t-distribution.
Introductory Statistics I

Introduction

● We also saw how the independence or otherwise


of two categorical variables can be tested.

● A test of goodness-of-fit was also examined in view


of knowing whether or not a given sample
follows a certain theoretical distribution.

● The test statistic for both tests were seen


to follow the Chi square distribution.
Introductory Statistic Is I

Introduction

● In this lesson and next, we shall be looking at how


to carrying out test of hypothesis concerning the
means of several groups (when the groups are more
than or equal to two) .

● We shall start by looking at the F-distribution.


Introductory Statistics I

F-DISTRIBUTION

● The F distribution on the other hand, is also a probability


distribution that arises in statistical inference and is
used in various statistical tests, such as analysis of
variance (ANOVA) and regression analysis.

● It is a continuous distribution that is positively


skewed, meaning that it has a longer right tail
than left tail.
Introductory Statistic Is I

F-DISTRIBUTION

● The shape of the F distribution also depends on


the degrees of freedom. As the degrees of freedom
increase, the distribution becomes more symmetrical
F-DISTRIBUTION
and approaches a normal distribution.
Introductory Statistics I

F-DISTRIBUTION

● In theory, the F distribution arises as the distribution of


the ratio of two independent Chi-square random variables,
each divided by their respective degree of freedom.
Introductory Statistic Is I

F-DISTRIBUTION

● Class exercise:
Present a robust description of the F-distribution
Introductory Statistics I

F-test

● The F distribution is used in carrying out the analysis


of variance (ANOVA) test also known as the F-test.

● The Analysis of Variance (ANOVA) test is a statistical


test used to determine whether there is a significant
difference between the means of two or more groups.
Introductory Statistic Is I

F-test

● It is also used to investigate the effect of one or


more categorical independent variables on a continuous
dependent variable in the regression sense.
Introductory Statistics I

F-test

● The ANOVA test involves dividing the total variation in


the data into two components: the variation between
the groups and the variation within the groups.

● The test statistic is the ratio of the between-group


variation to the within-group variation,
called the F-statistic.
Introductory Statistic Is I

F-test

● The F-statistic follows an F-distribution with degrees of


freedom equal to the number of groups minus one for the
numerator and the total sample size minus the number
of groups for the denominator.
Introductory Statistics I

F-test

● The test is also carried out at a given level of significance.

● If the calculated F-statistic value is greater than the value


of the critical F-value from the F-distribution table, the null
hypothesis of no difference among the groups’
mean is rejected.
Introductory Statistic Is I

F-test

● Also, if the p-value of the test is less than or equal to


the level of significance, the null hypothesis which
states that the means are the same is rejected and
if otherwise, it is accepted.
Introductory Statistics I

Summary
Introductory Statistic Is I

Summary

● In this lesson, we have looked at the F-test as the test used in determining
differences in the means of several groups or population.

● We also saw that the F-statistic follows the F- distribution.


Introductory Statistic Is I

Further Reading

• Introductory Business Statistics, Ronald M. Weiers, 7th edition. Statistics for Business and
Economics, P. Newbold, W. L. Carlson, B. Thorne, 7th edition.

• College Mathematics for Business, Economics, Life Science and Social Science, Barnett et.
al., 13th edition.

• Business Statistics with solved examples, J. N. Mojekwu, 4th Edition.

• Comprehensive statistical methods, P. Arora, S. Arora, S. Arora, A. Arora.


Introductory Statistics I

Thank
YOU

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