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f-distribution-9

The F-distribution, named after R.A. Fisher, is used to compare the variances of two populations and is defined as the ratio of their variances. It is characterized by degrees of freedom and has a probability density function that varies based on these degrees. Hypothesis testing for variance equality involves calculating the F statistic and comparing it to a critical value to determine if the null hypothesis can be rejected.

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3 views

f-distribution-9

The F-distribution, named after R.A. Fisher, is used to compare the variances of two populations and is defined as the ratio of their variances. It is characterized by degrees of freedom and has a probability density function that varies based on these degrees. Hypothesis testing for variance equality involves calculating the F statistic and comparing it to a critical value to determine if the null hypothesis can be rejected.

Uploaded by

Pung Kang Qin
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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F DISTRIBUTION

TF he F - Distribution
The F Distribution
 Named in honor of R.A. Fisher who studied it in
1924.
 Used for comparing the variances of two
populations.
 It is defined in terms of ratio of the variances of
two normally distributed populations. So, it
sometimes also called variance ratio.
 F–distribution:
where
s12  1 2
s2 2
2 2
  x  x 
2

s1 
2 1 1


n1 1
x x  2

s2 
2  2 2
n 1
2

 Degrees of freedom: v1 = n1 – 1 , v2 = n2 – 1
 For different values of v1 and v2 we will get
different distributions, so v1 and v2 are parameters
of F distribution.
 If σ12 = σ22, then , the statistic F = s12/s22 follows F
distribution with n1 – 1 and n2 – 1 degrees of
freedom.
Probability density function

Probability density function of F-distribution:

f F Y F1 21


o  1  1      2

 2  1 2 

where Y0 is a constant depending on the values of


v1 and v2 such that the area under the curve is
unity.
Properties of F-distribution
 It is positively skewed and its skewness
decreases with increase in v1 and v2.
 Value of F must always be positive or zero,
since variances are squares. So its value lies
between 0 and ∞.
 Mean and variance of F-distribution:
Mean = v2/(-v2-2), for v2 > 2
Variance = 2v22(v1+v2-2) , for v2 > 4
v1(v2-2)2(v2-4)
 Shape of F-distribution depends upon the
number of degrees of freedom.
Testing of hypothesis for equality of two variances
It is based on the variances in two independently
selected random samples drawn from two normal
populations.
 Null hypothesis Ho: σ12 = σ22

 F = s12/σ12 , which reduces to F = s12


s22/σ22 s22
 Degrees of freedom v1 and v2.
 Find table value using v1 and v2.
 If calculated F value exceeds table F value, null
hypothesis is rejected.
Problem 1
Two sources of raw materials are under
consideration by a company. Both sources seem
to have similar characteristics but the company is
not sure about their respective uniformity.

A sample of 10 lots from source A yields a


variance of 225 and a sample of 11 lots from
source B yields a variance of 200. Is it likely that
the variance of source A is significantly greater
than the variance of source B at α = 0.01 ?
Solution
Null hypothesis Ho: σ12 = σ22 i.e. the variances of
source A and that of source B are the same. The F
statistic to be used here is
F = s 12 / s 22
where s12 = 225 and s22 = 200
F = 225/200 = 1.1
Value for v1=9 and v2=10 at 1% level of
significance is 4.49. Since computed value of F is
smaller than the table value of F, the null
hypothesis is accepted.
Hence the variances of two populations are same.
Problem 2
In order to test the belief that incomes earned by
college graduates show much greater variability
than the earnings of those who did not attend
college. A sample of 21 college graduates is taken
and the sample std. deviation for the sample is s1 =
Rs 17,000. For the second sample of 25 non-
graduates and obtains a std dev. s2 = Rs 7,500.

s1 = Rs 17,000 n1 = 21
s1 = Rs 7,500 n2 = 25
Solution
Null hypothesis Ho: σ12 = σ22 or (σ12 / σ22 = 1)
Alternative hypothesis H1: σ12 > σ22
Level of significance α = 0.01
F = s 12 / s 22
F = (17,000)2 / (7,500)2
F = 5.14
Value for v1=20 and v2=24 at 1% level of
significance is 2.74. Since computed value of F is
greater than the table value of F, the null
hypothesis is rejected.

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