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fdist TESTING THE EQUALITY OF TWO VARIANCES: THE F TEST Application test assumption of equal variances that was made in using the t-test interest in actually comparing the variance of two populations The F-Distribution Assume we repeatedly select a random sample of size n from two normal populations. Consider the distribution of the ratio of two variances: F = s12/s12. The distribution formed in this manner approximates an F distribution with the following degrees of freedom: v1 = n1 - 1 and v1 = n1 - 1 Assumptions Random, independent samples from 2 normal populations Variability F-Table The F table can be found on the appendix of our text. It gives the critical values of the F-distribution which depend upon the degrees of freedom. Example 1 Assume that we have two samples with: n2 = 7 and n1 =10 df = 7-1= 6 and df = 10-1= 9 Let v = F(6,9) where 6 is the df from the numerator and 9 is the df of the denominator. Using the table with the appropriate df, we find : P(v 3.37) = 0.95. Example 2: Hypothesis Testto Compare Two Variances 1. Formulate the null and alternate hypotheses. H0: s12= s12 Ha: s12 s22 [Note that we might also use s12 s22 or s12 =/ s22] 2. Calculate the F ratio. F = s12/s12 [where s1 is the largest or the two variances] 3. Reject the null hypothesis of equal population variances if F(v1-1, v2-1) Fa [or Fa/2 in the case of a two tailed test] Example 2 The variability in the amount of impurities present in a batch of chemicals used for a particular process depends on the length of time that the process is in operation. Suppose a sample of size 25 is drawn from the normal process which is to be compared to a sample of a new process that has been developed to reduce the variability of impurities. Sample 1 Sample 2 n 25 25 s2 1.04 0.51 Example 2 continued H0: s12 = s22 Ha: s12 s22 F(24,24) = s12/s22 = 1.04/.51 = 2.04 Assuming a = 0.05 cv = 1.98 2.04 Thus, reject H0 and conclude that the variability