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F Distribution

The document discusses the F distribution and its properties. It is used to test the equality of variances between two populations. The F distribution is right-skewed and depends on two degrees of freedom: the numerator df and denominator df. An example demonstrates how to find the critical F value from tables using the df and a significance level to test whether to accept or reject the null hypothesis of equal variances between two samples.

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Anik Alam
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Download as PPT, PDF, TXT or read online on Scribd
306 views

F Distribution

The document discusses the F distribution and its properties. It is used to test the equality of variances between two populations. The F distribution is right-skewed and depends on two degrees of freedom: the numerator df and denominator df. An example demonstrates how to find the critical F value from tables using the df and a significance level to test whether to accept or reject the null hypothesis of equal variances between two samples.

Uploaded by

Anik Alam
Copyright
© © All Rights Reserved
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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F Distribution

Testing the equality of variances


of two independent populations
(i.e., Ho : σ2 1 = σ2 2
THE F DISTRIBUTION
Definition
1. The F distribution is continuous and
skewed to the right.
2. The F distribution has two numbers of
degrees of freedom: df for the
numerator and df for the denominator.
3. The units of an F distribution, denoted F,
are nonnegative.
2
THE F DISTRIBUTION
 Let U ~ c2(n1) and V ~ c2(n2) be two independent
random variables. Then the distribution of

U
n1
F
V
n2
is called the F-distribution with n1 and n2 degrees of
freedom.

Notation: F ~ F(n1 , n2)

3
Shape of F distribution

0.8

0.7

0.6

0.5 F dist
0.4

0.3

0.2

0.1

0
0 1 2 3 4 5 6

4
Properties of the F distribution

 The range of F–values is non-negative real numbers (i.e.,


0 to +∞).
 The F distribution is skewed to the right and ranges
between zero and infinity (i.e. it only takes positive
values)
 As we will illustrate below, as the df , the F distribution
approaches the normal distribution
 They depend on 2 parameters: numerator degrees of
freedom (ν1) and denominator degrees of freedom (ν2).
 For any fixed ν1 and ν2, the F distribution is non-
symmetric
 The particular shape of the F distribution varies
considerably with changes in ν1 and ν2. 5
THE F DISTRIBUTION

df = (8, 14)
First number denotes the Second number denotes
df for the numerator the df for the denominator

6
Figure 12.1 Three F distribution curves.

df = (1 , 3)

df = (7 , 6)

df = (12 , 40)

F
7
Example 12-1
Find the F value for 8 degrees of freedom
for the numerator, 14 degrees of freedom
for the denominator, and .05 area in the
right tail of the F distribution curve.

8
Solution 12-1
Table 12.1

Degrees of Freedom for the Numerator


Degrees of Freedom for the

1 2 ... 8 ... 100


1 161.5 199.5 . . . 238.9 . . . 253.0
Denominator

2 18.51 19.00 . . . 19.37 . . . 19.49


. ... ... . . . ... . . . ...
14 4.60 3.74 . . . 2.70 . . . 2.19
. ... ... . . . ... . . . ...
100 3.94 3.09 . . . 2.03 . . . 1.39
The F value for 8 df for the numerator, 14 df for
the denominator, and .05 area in the right tail 9
Figure 12.2 The critical value of F for 8 df for the
numerator, 14 df for the denominator,
and .05 area in the right tail.

df = (8, 14)

.05

0 2.70 F
The required F value
10
Example: consider two sample of same
population are calculated their variance
as follows:
s2 1 = 15.11 for N=10
s2 2=16.62 for N=9
Test the homogeneity of these variance.
Do we accept of reject null hypothesis?

11

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