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F - Test

This document discusses testing the equality of two variances using an F-test. It explains that the F-test can be used to test the assumption of equal variances made in a t-test. The F-distribution is used to compare the ratio of two sample variances to critical values from an F-table. Random, independent samples from normal populations are assumed. Examples demonstrate how to formulate null and alternative hypotheses and calculate the F-ratio to test for differences in population variances.

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2K views9 pages

F - Test

This document discusses testing the equality of two variances using an F-test. It explains that the F-test can be used to test the assumption of equal variances made in a t-test. The F-distribution is used to compare the ratio of two sample variances to critical values from an F-table. Random, independent samples from normal populations are assumed. Examples demonstrate how to formulate null and alternative hypotheses and calculate the F-ratio to test for differences in population variances.

Uploaded by

salhotraonline
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PPT, PDF, TXT or read online on Scribd
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TESTING THE EQUALITY OF

TWO VARIANCES: THE 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

fdist 1
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

fdist 2
Assumptions
Random, independent samples from 2
normal populations
Variability

fdist 3
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.

fdist 4
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.

fdist 5
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]

2. Calculate the F ratio.


F = s12/s12
[where s1 is the largest or the two variances]

3. Reject the null hypothesis of equal population variances if


F(v1-1, v2-1) > F
[or F/2 in the case of a two tailed test]
fdist 6
Example 2
The variability in the amount of impurities present in
a batch of chemicals used for a particular process
depends on the length of time that the process is in
operation.
Suppose a sample of size 25 is drawn from the
normal process which is to be compared to a sample
of a new process that has been developed to reduce
the variability of impurities.
Sample 1 Sample 2
n 25 25
s2 1.04 0.51

fdist 7
Example 2 continued

H0 : 12 = 22
Ha: 12 > 22

F(24,24) = s12/s22 = 1.04/.51 = 2.04

Assuming = 0.05
cv = 1.98 < 2.04

Thus, reject H0 and conclude that the variability in the new


process (Sample 2) is less than the variability in the
original process.
fdist 8
Try This
A manufacturer wishes to determine
whether there is less variability in the silver
plating done by Company 1 than that done
by Company 2. Independent random
samples yield the following results. Do the
populations have different variances?

[solution: reject H0 since 3.14 > 2.82]

fdist 9

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