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Sampling Theory

F-test:
(Test for equality of Population
variances using F-distribution)
2. Test statistic

Suppose we want to test whether two

x 1 , x 2 , .. x n

independent samples

y 1 , y 2 , .. y n

and

have been drawn from the

normal population with the same variance

F=

(
(

i=1

n11

( y i y )2
i=1

n21

{ }

( x i x )
n1 S 21
2
i=1
n 11 S1 =
n
n 2 S 22
n 21

)
)

The test statistic

n2

S22 = i=1

n2

( n11,n 21 )

degrees of

u2 and

v2

degrees of freedom

different

from

value

degrees of freedom.

1. Set the null hypothesis

n2 S
n21

2.5
=1.61=F cal
1.55

F )

( n11,n 21 )=( 9,13 )

for

F0.05

- tabulated value of

for 5% level of

significance)
As

Fcal < F 0.05 ,

H 0 is accepted.

Therefore, the difference is not significant.

Working procedure
2
x

2
2

F0.05 =2.71 .

degrees of

the

( )
( )

degrees of freedom at 5% level of significance is

F .

( n11,n 21 )

n1 S21
n11

The table value for

( n2 1,n 11 )

( n11,n 21 )

for

Fcal - calculated value of

Note:

is

2
y

H 0 : = =

Note:
The numerator value (2.5) is more than the
denominator value (1.55) and hence

Page 1

for the

H 0 : 2x = 2y = 2

Soln:

n2 S 22
and v = n 1
2

always in the numerator of

freedom

n1=10 ; n 2=14 ; S 1=1.5 ; S2=1.2

freedom considering the greater of

Table value for

n21

n 2 S 22
n 21

1. Test the equality of standard deviations for the


data given below at 5% level of significance:

( yi y )2

F defined above follows

F-distribution with

( y i y )

)
)

Problems

F=

n1 S 21
Where u = n 1
1

n2
i=1

)(
)(

at any required level of significance.

u2
v2

n11

n1 S 21
n 11

n1

n2

F=

)(
)(

i=1

two given samples with the tabulated value of

( x ix )2

( x ix )2

3. Compare the calculated value of

Let
n1

F=

(
(

n1

F0.05

was

Sampling Theory

( n11,n 21 )

computed for

degrees of freedom,
3. Two random samples drawn from 2 normal
populations are given below. Test whether the 2
populations have the same variance.

otherwise, we have to take test statistic as


2

F=

( )
( )
n2 S2
n21

determined

F0.05

and then

n1 S1
n11

( n2 1,n 11 )

for

has to be

Sample A
Sample B

28
29

30
30

32
30

33
24

31
27

29
28

34
-

Examine whether the samples have been drawn from


normal population having the same variance.
degrees

of

n1=7 ; n2=6 ;

Soln: Given

freedom.
2. In one sample of 8 observations the sum of the
squares of deviations of the sample values from
the sample mean was 84.4 and in another sample
of 10 observations, it was 102.6. Test whether
the difference in variance is significant at 5%
level using F-test.

x =

28+30+32+33+31+29+34
=31
7

y =

29+30+30+24 +27+28
=28
6
n1

( x ix )2

n1=8; n2=10 ;
Soln: Given
8

10

i=1

i=1

S 21= i=1

n1

( x i x )2=84.4 ; ( y i y ) 2=102.6

n1

2
1

n1 S = ( x ix )2
i=1

H 0 : 2x = 2y
2

Under the null hypothesis

(
(

n1

( x ix )
n11

)(
(
)

i=1

n21

As

Fcal < F 0.05 ,

)
)

Similarly,
n2

( y i y ) 2

S 22= i=1

F0.05 =3.29

H 0 is accepted.

Therefore, the difference is not significant at 5%


level of significance.

Page 2

The table value for (7,9) degrees of freedom (d.f) at


5% level of significance is

n1 S1=28

84.4
7
F= n
=
=1.056=F cal
102.6
( y i y )2
9
i=1

n1 S 1=(3 ) + (1 ) + ( 1 ) + ( 2 ) + ( 0 ) + (2 ) + ( 3 )

n2
n2

n2 S 22= ( y i y )2
i=1

n2 S 2=( 1 ) + ( 2 ) + ( 2 ) + (4 ) + (1 ) + ( 0 )

n2 S22=26

Sampling Theory

F=

If we take

n1 S21
n11

( )
( )

then,

2
2

n2 S
n21

F=

n2 S22 13 322
=
=1109.33
n21
12

4.67
5.2

We have to take

Numerator value is less than the denominator and


hence we have to take

F=

2
2

F=

( )
( )
n2 S
n21
n1 S21
n11

( )
( )
n1 S21
n11

=1.66

Table value for

26
(
5 )
F=
=1.11=F
28
(6)
Table

n2 S22
n21

value

of

( n2 1,n 11 )=( 5,6 )

As

for

degrees

Fcal < F 0.05 ,

H 0 is accepted.

Similar problems for practice


for

degrees of freedom is

F0.05 =4.39 .
Fcal < F 0.05 ,

( n2 1,n 11 )=( 12,15 )


F0.05 =2.48 .

of freedom is

cal

F as

H 0 is accepted.

1. For two samples of sizes 8 and 12 the observed


variances are 0.064 and 0.024. Test the
hypothesis that the samples came from normal
populations with variances equal.

Hence the two samples could have been drawn from


the population having the same variance.

2. In a sample of 8 observations the sum of the


squared deviations of items from the mean was
94.5. In another sample of 10 observations the
value was found to be 101.7. Test whether the
difference is significant.

4. The daily wages in rupees of skilled workers in


two cities are as follows.

3. Two random samples drawn from two normal


populations are

As

Size of sample S.D of wages in


of workers
the samples
City A
16
25
City B
13
32
Test at 5% level the equality of variances of the
wage distribution in the two cities.
City

Soln: Given

n1=16 ; n 2=13 ; S 1=25 ; S 2=32

n 1 S1 16 252
=
=666.67
n11
15

Page 3

A
B

6
3
6
3

6
5
6
2

6
8
6
5

6
9
6
6

7
1
6
9

7
2
6
9

7
0

7
1

7
2

7
3

Test whether the two populations have the same


variance.

Sampling Theory
Examples on Fitting theoretical
distribution to a given
collection of observed data:
Example (1):

Total

123

59

14

200

Mean:

Suppose five unbiased coins are tossed and


numbers of heads are noted. The experiment is
repeated 64 times and the following distribution is
obtained.
No. of heads

Frequencies

2
2
4

26

Total
N=6
4

Let us try to fit a binomial distribution to this data.


x

f i x i = 0+59+28+9+ 4 = 100 =0.5


200
200
fi
( 0.5 )x
x!

0.5

P ( x )=

e x e
=
x!

Expected
frequencies

P (x )

n x

P ( x )=nC p q

200

P ( x )=5C p q

Here n=5

1
p= =q
2

As coins are unbiased, we have

P (x )

Expected
frequencies
64

0
1
2
3
4

nx

P (x)
1
=2
32

P (1 ) =

5
32

64

5
=10
32

P (2 )=

10
32

64

10
=20
32

P ( 4 )=

5
32

1
P (5 ) =
32

Total

64

5
=10
32

1
64 =2
32
64

121.3

123

P (1 ) =0.3033

60.66

59

P (2 )=0.0758

15.16

14

P (3 )=0.0126

2.52

P ( 4 )=0.0027

0.54

64

10
64 =20
32

P ( 0 )=0.6065

Total

1
32

10
P (3 ) =
32

Observed
frequencies

P ( 0 )=

24

200

N=200

-test to test the

2
goodness of fit: ( Chi square )

o1 , o2 , o3 , .. on be the observed

Let

frequencies and
26

P (x )

Observed
frequencies

corresponding

e 1 , e 2 , e 3 , .. e n

expected

frequencies

be the
such

that

oi =N= ei
i=1

1
64

where

is the number of

i=1

members in the population.


Suppose we intend to test the null hypothesis-

Example (2):
Let us fit a Poisson distribution to the
following data.

Page 4

H 0 : The theoretical frequency distribution is a


good fit to the observed frequency distribution

Sampling Theory
Against the alternative hypothesis

H 1 : The theoretical frequency distribution is not


a good fit to the observed frequency distribution.

H0

To test

against

H 1 , Chi-square test of

goodness of fit is applied.


Here, the test statistic is
n

=
2

( o ie i )

H0

Under

( nc )

ei

more. If any

e i should be 5 or

is less than 5, it should be

pooled with the adjacent frequency.


4. If any parameter is estimated from the observed
distribution, corresponding to every such
estimation, one degree of freedom should be
lessened.

Problems

this is a chi-square variate with

degrees of freedom where

number of terms in the

is the

(after pooling the

frequencies which are less than 5 with the adjacent


ones-Refer example) and c is the number of
constraints.
The theoretical frequencies

(ei )

are

computed such that

i=1

1. The following data relates to the number of


mistakes in each page of a book containing 180
pages.
No. of
mistakes per
page
No. of pages

130

32

15

. This is one

constraint. Apart from this, if any parameter is


estimated from the oserved distribution, every such
estimation would be a constraint. Thus, the value of

parameters estimated from the observed distribution.

Soln:

H 0 : Poisson distribution is a good fit to the


observed distribution

H 1 : Poisson distribution is not a good fit to the

H 0 , we fit a Poisson distribution to the

To test
data.

P ( x )=

e x
x!

Note (1):
Here the parameter

2 -test is one tailed (Right tailed).

is estimated by finding the

mean from the observed distribution.

i.e. if
otherwise

cal

table

then

H0

is accepted

H 0 is rejected.

Note (2):
The chi-square test of goodness of fit is applicable
subject to the following conditions.

Page 5

180

Test whether the Poisson distribution is a good


fit to this observed distribution.

would be one more than the number of

Total

observed distribution

i=1

5 or
mor
e
0

The alternative hypothesis is

oi =N= ei

3. The theoretical frequencies

ei

i=1

1. The observations should be independent.


2. The total frequency N should be large.

f . x = 72 =0.4
N

180

e0.4 ( 0.4 ) x
P ( x )=
x!

Sampling Theory
x

ei

P (x )

oi

180. P ( x )
0
1
2
3
4
5
Tot

0.6722
0.2666
0.0555
0.0055
0
0
1

121
48
10
1
0
0
180

Now, from chi-square distribution table, the value of

130
32
15
2
1
0
180

( o ie i )

( oiei )
ei

130
32
18
Total

121
48
11

81
256
49

=
i=1

( o ie i )

2
0.05

0.6694
5.3333
4.4545
10.4572

17

31

28

11

96

ei 1

19

27

24

13

96

Test whether binomial distribution is a good fit.


Soln:

H 0 : Binomial distribution is a good fit.

0
1
2
3
4
5
6
7
Tot

c= 2
n

i=1

which is common in all

i=1

cases and 1 for estimating the parameter


the observed distribution).

from

from

=10.4572= 2cal

oi =N= ei

oi 3

oi

H 0 is rejected.

the observed data. The observed and theoretical


frequencies are given below
3
4
5
6
7
Tot
xi 0 1 2

n=3 (after pooling)

(1 for

>

distribution is fitted after estimating

ei

cal

Conclusion:
Poisson distribution is not a good fit to the observed
distribution.
2. To an observed frequency distribution, binomial

The test statistic is


2

After pooling, we have

ei

As,

Here, the last three theoretical (expected)


frequencies are less than 5. Therefore, they are
pooled with the adjacent ones such that, finally all
the frequencies are 5 or more.

oi

20.05=3.84

at 5% level of significance is

3
3
17
31
28
11
1
2
96

ei
1
7
19
27
24
13
4
1
96

The frequencies are pooled in such a way that none


of the theoretical frequencies is less than 5.
However, observed frequencies may be less than 5.
After pooling, we have

oi

ei

( o ie i )

( oiei )
ei

Thus,

is a chi-square variate with

( nc )=32=1 degrees of freedom.

Page 6

6
17
31
28
11

8
19
27
24
13

4
4
16
16
4

0.5
0.2105
0.5926
0.6667
0.3077

Sampling Theory
3
Total

0.2
2.4775

8
864
9
853
Total
10000
Test whether there is equi-distribution in the
telephone director at 1% level of significance.

The test statistic is


n

=
2

i=1

( o ie i )

ei

Soln:

=2.4775= 2cal

H 0 : The digits are equi-distributed in the

n=6 (after pooling)

telephone directory.
The expected (theoretical) frequencies corresponding
to each of the digits should be equal.

c= 2
n

oi =N= ei
(1 for

e i=

i.e.

i=1

which is common in all

10000
=1000
10

oi

ei

( o ie i )

ei

i=1

cases and 1 for estimating the parameter

p from

the observed distribution).


Thus,

2 is a chi-square variate with

( nc )=62=4 degrees of freedom.


Now, from chi-square distribution table, the value of

at 5% level of significance is

20.05=9.49

926
1207
1097
1066
1275
833
1007
872
864
853
Total

2cal < 20.05 ,

H 0 is accepted.

1000
1000
1000
1000
1000
1000
1000
1000
1000
1000

5476
42849
9409
4356
75625
27889
49
16384
18496
21609

The test statistic is

=
2

As,

( o ie i )

i=1

ei

=222.142= 2cal

n=10
Conclusion:
Binomial distribution is a good fit.

c= 1
n

3. 10000 digits are randomly chosen from a


telephone directory and the following data is
obtained.
Digit
Frequency
0
926
1
1207
2
1097
3
1066
4
1275
5
833
6
1007
7
872

Page 7

( oiei )

oi =N= ei
(1 for

i=1

).

i=1

Thus,

is a chi-square variate with

( nc )=101=9 degrees of freedom.

5.476
42.849
9.409
4.356
75.625
27.889
0.049
16.384
18.496
21.609
222.142

Sampling Theory
Now, from chi-square distribution table, the value of

The test statistic is

at 1% level of significance is

=
2

2
0.01

=21.67

As,

2
cal

>

( o ie i )
ei

i=1

0.01

H 0 is rejected.

=4.72= 2cal

n=4

Conclusion:
In the telephone dictionary, the digits are not equidistributed.

c= 1
n

oi =N= ei

4. According to a theory in Genetics, the


proportion of beans of four types A, B, C and D
in a generation should be 9:3:3:1. In an
experiment, among 1600 beans, the frequency of
beans of each of the above four types were 882,
313, 287 and 118 respectively. Does the result
support the theory?
Soln:

i=1

(1 for

).

i=1

Thus,

2 is a chi-square variate with

( nc )=41=3 degrees of freedom.

H 0 : The result of the experiment supports the


Now, from chi-square distribution table, the value of

theory.
Under

H 0 , the expected frequencies should be in

the ratio 9:3:3:1.

e1 =

1600 3
=300
( 9+3+3+1 )

e 3=

1600 3
=300
( 9+3+3+1 )

e 4=

1600 1
=100
( 9+3+ 3+1 )

oi

ei

900
300
300
100

Page 8

2cal < 20.05 ,

2
0.05

=7.81

H 0 is accepted.

Conclusion:
The result of the experiment supports theory.
5. In order to test whether a die is biased, it is
thrown 72 times and the results are tabulated as
follows:
Result of throw 1 2 3 4 5 6 Tot
Number of
1 1
1 1
8
9
72
throws
4 5
3 3
What is your conclusion?
Soln:

H 0 : The die is unbiased.


2

( o ie i )

( oiei )
ei

882
313
287
118
Total

at 5% level of significance is

As,

1600 9
=900
( 9+3+ 3+1 )

e 2=

324
169
169
324

0.36
0.56
0.56
3.24
4.72

Under

H 0 , all the sides of the die are

equiprobable. Therefore, their frequencies should be


equal.
So, the theoretical frequencies are

e i=

72
=12
6

Sampling Theory
xi

oi

ei

( o ie i )

( oiei )
ei

Page 9

12

16

1.3333

Sampling Theory
2

14

Page 10

12

0.3333

15

12

0.75

Sampling Theory
4
5
6
Total

9
13
13

12
12
12

9
1
1

0.75
0.0833
0.0833
3.33

2=
i=1

( o ie i )

distribution can be fitted. (m=3 and p=0.5)

P ( x )=mC p x q mx =3 C ( 0.5 )x ( 0.5 )3x

The test statistic is


n

H 0 , to the given data, binomial

Under

ei

=3.33= 2cal
x

Expected
frequencies

P (x )

n=6
c= 1
n

oi =N= ei
(1 for

P (x )

64

i=1

).

i=1

P ( 0 )=0.125

P (1 ) =0.375

24

P (2 )=0.375

24

P (3 )=0.125

Total

64

Thus,

is a chi-square variate with

oi

ei

( o ie i )

ei

( nc )=61=5 degrees of freedom.


Now, from chi-square distribution table, the value of

at 5% level of significance is

20.05=11.07
2cal < 20.05 ,

As,

H 0 is accepted.

6
19
29
10
Total

6. A survey of 64 families with 3 children each is


conducted and the number of male children in
each family is noted. The result are tabulated as
follows:
Male
0
1
2
3
Total
children
Families
6
19
29
10
64
Apply chi-square test of goodness of fit to test
whether male and female children are
equiprobable.
Soln:

H 0 : Male and female children are equiprobable.


(Probability of male child is 0.5)

Page 11

24
24
8

4
25
25
4

0.5
1.042
1.042
0.5
3.084

The test statistic is


n

=
2

Conclusion:
The die is unbiased.

( oiei )

( o ie i )

i=1

ei

=3.084= 2cal

n=4
c= 1
n

oi =N= ei
(1 for

i=1

. Note that neither m nor p

i=1

is estimated).
Thus,

2 is a chi-square variate with

( nc )=41=3 degrees of freedom.

Sampling Theory
Now, from chi-square distribution table, the value of

at 5% level of significance is

As,

2
cal

<

2
0.05

2
0.05

=7.81

H 0 is accepted.

3. Five coins are tossed 320 times. The number of


heads observed is given below. Examine whether
the coin is unbiased.
Hint:

P ( x )=5 C ( 0.5 )x ( 0.5 )5x


x

Conclusion:
Male and female children are equiprobable.

e 1=320

Similar problems for practice

H 0 : Data are consistent.


9
e 1=64 =36 ;
16
e 3=64

4
=16 ;
16

3
e 2=64 =12
16
2cal=1.44

20.05=5.99 at ( nc )=31=2 d.f


2cal < 20.05 ,

As,

H 0 is accepted.

2. The following table gives the number of train


accidents in a country that occurred during the
various days of the week. Find whether the
accidents are uniformly distributed over the
week.
Hint:

H 0 : Accidents are uniformly .

expected that

As,

equiprobable.
(Probability of male child is 0.5)

P ( x )=5 C ( 0.5 )x ( 0.5 )5x


x

e 1=10 ;

cal

<

2
0.05

H 0 is accepted.

xi

e 3=100

oi

ei

12
40
88
110
56
14

10
50
100
100
50
10

No. of male
births

0
1
2
3
4
5

2cal=7.16
20.05=11.07 at ( nc )=61=5 d.f
As,

Page 12

e 2=50 ;

e 4=100 ; e 5=50 ; e 6=10

2cal=9.78

H 0 is rejected.

H 0 : Male and female births are

Hint:

ei=18 for all the days of the week.

2cal > 20.05 ,

4. A survey of 320 families with 5 children each


revealed the following information.
No. of boys 5
4
3
2
1
0
No. of girls
0
1
2
3
4
5
No. of
14 56 110 88
40
12
families
Is the result consistent with the hypothesis that
male and female births are equally probable?

day.

As,

e 4=100 ; e 5=50 ; e 6=10

20.05=11.07 at ( nc )=61=5 d.f

accidents happen per

20.05=12.59 at ( nc )=71=6 d.f

e 2=50

2cal=12.5

If the accidents are to be uniformly distributed it is

126
=18
7

1
=10 ;
32

e 3=100 ;

1. Among 64 offsprings of a certain cross between


Guinea pigs 34 were red, 10 were black and 20
were white. According to the genetic model
these numbers should be in the ratio 9:3:4. Are
the data consistent with the model at 5% level?
Hint:

H 0 : The coin is unbiased (p=1/2) .

2cal < 20.05 ,

H 0 is accepted.

Sampling Theory
30
17

5. Fit a poisson distribution for the following data


and test the goodness of fit.
x
0
1
2
3
4
5
6 Tot
39
f
273 70 30 7
7
2
1
0
Hint:

H 0 : Poisson distribution is a good fit.


xi

oi

0
1
2
3
4
5
6

273
70
30
7
7
2
1

ei

1
7

total 390
After pooling, we have

236.4
118.2
29.5
4.9
0.6
0.1
0

20.05=5.99 at ( nc )=42=2 d.f


n=4 ; c= 2
n

oi =N= ei
i=1

(1 for

5.9

0.3

so
that
total
become

273
70

236.4
118.2

which is common in all

i=1

after
adding

cases and 1 for estimating the parameter

from

the observed distribution).


As,

ei

Page 13

2cal=46.3

389.7

oi

29.5
5.9

2cal > 20.05 ,

H 0 is rejected.

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