5 F Distribution (Statistics IEM 2-2)
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frankestien5 F Distribution (Statistics IEM 2-2)
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frankestienF-Distribution
Comparing Two
Variances
F-Distribution
Let s12 and s22 represent the sample variances of two
different populations. If both populations are normal and
the population variances σ 12 and σ 22 are equal, then the
sampling distribution of
s12
F 2
s2
is called an F-distribution.
There are several properties of this distribution.
1. The F-distribution is a family of curves each of which is
determined by two types of degrees of freedom: the degrees
of freedom corresponding to the variance in the numerator,
denoted d.f.N, and the degrees of freedom corresponding to
the variance in the denominator, denoted d.f.D. Continued.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 3
F-Distribution
Properties of the F-distribution continued:
2. F-distributions are positively skewed.
3. The total area under each curve of an F-distribution is
equal to 1.
4. F-values are always greater than or equal to 0.
5. For all F-distributions, the mean value of F is
approximately equal to 1.
d.f.N = 1 and d.f.D = 8
d.f.N = 8 and d.f.D = 26
d.f.N = 16 and d.f.D = 7
d.f.N = 3 and d.f.D = 11
F
1 2 3 4
Larson & Farber, Elementary Statistics: Picturing the World, 3e 4
Critical Values for the F-Distribution
Finding Critical Values for the F-Distribution
1. Specify the level of significance .
2. Determine the degrees of freedom for the numerator, d.f.N.
3. Determine the degrees of freedom for the denominator, d.f.D.
4. Use Table 7 in Appendix B to find the critical value. If the
hypothesis test is
a. one-tailed, use the F-table.
1
b. two-tailed, use the 2 F-table.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 5
Critical Values for the F-Distribution
Example:
Find the critical F-value for a right-tailed test when
= 0.05, d.f.N = 5 and d.f.D = 28.
Appendix B: Table 7: F-Distribution
d.f.D: Degrees = 0.05
of freedom, d.f.N: Degrees of freedom, numerator
denominator 1 2 3 4 5 6
1 161.4 199.5 215.7 224.6 230.2 234.0
2 18.51 19.00 19.16 19.25 19.30 19.33
27 4.21 3.35 2.96 2.73 2.57 2.46
28 4.20 3.34 2.95 2.71 2.56 2.45
29 4.18 3.33 2.93 2.70 2.55 2.43
The critical value is F0 = 2.56.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 6
Critical Values for the F-Distribution
Example:
Find the critical F-value for a two-tailed 1 1
= 2 (0.10) = 0.05
test when = 0.10, d.f.N = 4 and d.f.D = 6. 2
Appendix B: Table 7: F-Distribution
d.f.D: Degrees = 0.05
of freedom, d.f.N: Degrees of freedom, numerator
denominator 1 2 3 4 5 6
1 161.4 199.5 215.7 224.6 230.2 234.0
2 18.51 19.00 19.16 19.25 19.30 19.33
3 10.13 9.55 9.28 9.12 9.01 8.94
4 7.71 6.94 6.59 6.39 6.26 6.16
5 6.61 5.79 5.41 5.19 5.05 4.95
6 5.99 5.14 4.76 4.53 4.39 4.28
7 5.59 4.74 4.35 4.12 3.97 3.87
The critical value is F0 = 4.53.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 7
Two-Sample F-Test for Variances
Two-Sample F-Test for Variances
A two-sample F-test is used to compare two population
variances σ 12 and σ 22 when a sample is randomly selected
from each population. The populations must be
independent and normally distributed. The test statistic is
s12
F 2
s2
where s12 and s22 represent the sample variances with
s12 s22. The degrees of freedom for the numerator is
d.f.N = n1 – 1 and the degrees of freedom for the
denominator is d.f.D = n2 – 1, where n1 is the size of the
sample having variance s12 and n2 is the size of the sample
having variance s 22.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 8
Two-Sample F-Test for Variances
Using a Two-Sample F-Test to Compare σ 12 and σ 22
In Words In Symbols
1. Identify the claim. State the State H0 and Ha.
null and alternative hypotheses.
2. Specify the level of significance. Identify .
3. Identify the degrees of freedom. d.f.N = n1 – 1
d.f.D = n2 – 1
4. Determine the critical value. Use Table 7 in
Appendix B.
Continued.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 9
Two-Sample F-Test for Variances
Using a Two-Sample F-Test to Compare σ 12 and σ 22
In Words In Symbols
5. Determine the rejection region.
6. Calculate the test statistic. s12
F 2
s2
7. Make a decision to reject or fail If F is in the
to reject the null hypothesis. rejection region,
reject H0.
Otherwise, fail to
8. Interpret the decision in the reject H0.
context of the original claim.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 10
Two-Sample F-Test
Example:
A travel agency’s marketing brochure indicates that the
standard deviations of hotel room rates for two cities are
the same. A random sample of 13 hotel room rates in one
city has a standard deviation of $27.50 and a random
sample of 16 hotel room rates in the other city has a
standard deviation of $29.75. Can you reject the agency’s
claim at = 0.01?
Because 29.75 > 27.50, s12=885.06 and s22 756.25.
H0: σ 12 σ 22 (Claim)
Ha: σ 12 σ 22
Continued.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 11
Two-Sample F-Test
Example continued:
1 1
This is a two-tailed test with 2 = 2( 0.01) = 0.005, d.f.N = 15
and d.f.D = 12.
The critical value is F0 = 4.72.
1
0.005
2 The test statistic is
s12 885.06
F F 2 1.17.
1 2 3 4
F0 = 4.72 s2 756.25
Fail to reject H0.
There is not enough evidence at the 1% level to reject the
claim that the standard deviation of the hotel room rates
for the two cities are the same.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 12
Example
A consumer product is made at two different
plants using similar machines. Dimensions are
sampled at both sites with the following results.
Plant A B
Sample size 15 8
Sample variance, 0.100 0.115
cm2
(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)?
Larson & Farber, Elementary Statistics: Picturing the World, 3e 13
Solution
Use SB2 as the numerator since SB2> SA2
Compute the F statistics F= SB2/ SA2 = 0.115/0.100 = 1.15
With 1=nB-1=7 and 2=nA-1=14. Table gives F(7,14)=2.76 for
=0.05. therefore, the probability p(F>=1.15) is larger than 5
percent. We conclude that the sample are from populations
with no significant differences in variances.
Since P(F>=2.76)=0.05, any F larger than 2.76 has a small
chance of occurring. If F= SB2/ SA2 exceeds 2.76, conclude that
the population variances are unequal. To observe F>2.76, SB2
must be at least 2.76 time as larger as SA2 . For example, if
SA2 remains constant at 0.100, an SB2 >=0.276 is required to
have unequal population variances.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 14
Larson & Farber, Elementary Statistics: Picturing the World, 3e 15
Larson & Farber, Elementary Statistics: Picturing the World, 3e 16
