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F-test:
(Test for equality of Population
variances using F-distribution)
2. Test statistic
x 1 , x 2 , .. x n
independent samples
y 1 , y 2 , .. y n
and
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
)
)
n2
S22 = i=1
n2
( n11,n 21 )
degrees of
u2 and
v2
degrees of freedom
different
from
value
degrees of freedom.
n2 S
n21
2.5
=1.61=F cal
1.55
F )
for
F0.05
- tabulated value of
for 5% level of
significance)
As
H 0 is accepted.
Working procedure
2
x
2
2
F0.05 =2.71 .
degrees of
the
( )
( )
F .
( n11,n 21 )
n1 S21
n11
( n2 1,n 11 )
( n11,n 21 )
for
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
freedom
n21
n 2 S 22
n 21
( yi y )2
F-distribution with
( y i y )
)
)
Problems
F=
n1 S 21
Where u = n 1
1
n2
i=1
)(
)(
u2
v2
n11
n1 S 21
n 11
n1
n2
F=
)(
)(
i=1
( x ix )2
( x ix )2
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.
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
-
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
(
(
n1
( x ix )
n11
)(
(
)
i=1
n21
As
)
)
Similarly,
n2
( y i y ) 2
S 22= i=1
F0.05 =3.29
H 0 is accepted.
Page 2
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
F=
2
2
F=
( )
( )
n2 S
n21
n1 S21
n11
( )
( )
n1 S21
n11
=1.66
26
(
5 )
F=
=1.11=F
28
(6)
Table
n2 S22
n21
value
of
As
for
degrees
H 0 is accepted.
degrees of freedom is
F0.05 =4.39 .
Fcal < F 0.05 ,
of freedom is
cal
F as
H 0 is accepted.
As
Soln: Given
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
Sampling Theory
Examples on Fitting theoretical
distribution to a given
collection of observed data:
Example (1):
Total
123
59
14
200
Mean:
Frequencies
2
2
4
26
Total
N=6
4
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
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
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
Example (2):
Let us fit a Poisson distribution to the
following data.
Page 4
Sampling Theory
Against the alternative hypothesis
H0
To test
against
H 1 , Chi-square test of
=
2
( o ie i )
H0
Under
( nc )
ei
more. If any
e i should be 5 or
Problems
is the
(ei )
are
i=1
130
32
15
. This is one
Soln:
To test
data.
P ( x )=
e x
x!
Note (1):
Here the parameter
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
Total
observed distribution
i=1
5 or
mor
e
0
oi =N= ei
ei
i=1
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
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
0
1
2
3
4
5
6
7
Tot
c= 2
n
i=1
i=1
from
from
=10.4572= 2cal
oi =N= ei
oi 3
oi
H 0 is rejected.
(1 for
>
ei
cal
Conclusion:
Poisson distribution is not a good fit to the observed
distribution.
2. To an observed frequency distribution, binomial
ei
As,
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
oi
ei
( o ie i )
( oiei )
ei
Thus,
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.
=
2
i=1
( o ie i )
ei
Soln:
=2.4775= 2cal
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
10000
=1000
10
oi
ei
( o ie i )
ei
i=1
p from
at 5% level of significance is
20.05=9.49
926
1207
1097
1066
1275
833
1007
872
864
853
Total
H 0 is accepted.
1000
1000
1000
1000
1000
1000
1000
1000
1000
1000
5476
42849
9409
4356
75625
27889
49
16384
18496
21609
=
2
As,
( o ie i )
i=1
ei
=222.142= 2cal
n=10
Conclusion:
Binomial distribution is a good fit.
c= 1
n
Page 7
( oiei )
oi =N= ei
(1 for
i=1
).
i=1
Thus,
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
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
i=1
(1 for
).
i=1
Thus,
theory.
Under
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
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:
( 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
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 )
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,
oi
ei
( o ie i )
ei
at 5% level of significance is
20.05=11.07
2cal < 20.05 ,
As,
H 0 is accepted.
6
19
29
10
Total
Page 11
24
24
8
4
25
25
4
0.5
1.042
1.042
0.5
3.084
=
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
i=1
is estimated).
Thus,
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.
Conclusion:
Male and female children are equiprobable.
e 1=320
4
=16 ;
16
3
e 2=64 =12
16
2cal=1.44
As,
H 0 is accepted.
expected that
As,
equiprobable.
(Probability of male child is 0.5)
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 ;
2cal=9.78
H 0 is rejected.
Hint:
day.
As,
e 2=50
2cal=12.5
126
=18
7
1
=10 ;
32
e 3=100 ;
H 0 is accepted.
Sampling Theory
30
17
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
oi =N= ei
i=1
(1 for
5.9
0.3
so
that
total
become
273
70
236.4
118.2
i=1
after
adding
from
ei
Page 13
2cal=46.3
389.7
oi
29.5
5.9
H 0 is rejected.