Learning Objectives

1. Understand the role of statistical inference in

developing conclusions about two population
variances.
2. Know that the sampling distribution of
has an F distribution and be able to use this
result to test hypotheses involving two
population variances.
3. Be able to compute p-values using the F
distribution.
Textbook: Section 1.11

2
2
2
1
S
S
Assumptions for this section


1. The two populations are independent of one another.
2. The two populations are each normally distributed.
(This assumption is important because the test statistic
is extremely sensitive to departures from normality.)
Notation for Comparing Two Variances
= larger of the two sample variances
n
1
= size of the sample with the larger variance
= variance of the population from which the sample with
the larger variance was drawn

The symbols , n
2
, and are used for the other sample
and population.
2
1
s
2
1

2
2

2
2
s
The F Distribution
For two normally distributed populations with equal
variances (that is, ), the sampling
distribution of the following test statistic



follows the F distribution with critical values listed
in Table D.3-D. 6.
2 2
1 2

2
2
2
1
variance sample Smaller
variance sample Larger
S
S
F
Properties of the F Distribution
1. The F distribution is not
symmetric (positively
skewed).
2. Values of the F distribution
cannot be negative.
3. The exact shape of the F
distribution depends on two
different degrees of freedom:
the numerator degrees of
freedom and the denominator
degrees of freedom.
A Look Ahead
The F distribution is used in many
statistical tests
Test for equality of variances.
Tests for differences in means in ANOVA.
Tests for regression models.
One-Tailed Test
Test Statistic
Hypotheses
Hypothesis Testing About the
Variances of Two Populations
Denote the population providing the
larger sample variance as population 1.
2
2
2
1 1
: H
2
1
2
2
s
F
s

2
2
2
1 0
: H
One-Tailed Test (continued)
Reject H
0
if p-value < a
where the value of F
a
is based on an
F distribution with n
1
- 1 (numerator)
and n
2
- 1 (denominator) d.f.
p-Value approach:
Critical value approach:
Rejection Rule
Hypothesis Testing About the
Variances of Two Populations
Reject H
0
if F > F
a
Two-Tailed Test
Test Statistic
Hypotheses
Hypothesis Testing About the
Variances of Two Populations
Denote the population providing the
larger sample variance as population 1.
2
2
2
1 0
: H
2
2
2
1 1
: H
2
1
2
2
s
F
s

Two-Tailed Test (continued)

Reject H
0
if p-value < a p-Value approach:
Critical value approach:
Rejection Rule
Hypothesis Testing About the
Variances of Two Populations
Reject H
0
if F > F
a/2
where the value of F
a/2
is based on an
F distribution with n
1
- 1 (numerator)
and n
2
- 1 (denominator) d.f.
Buyers Digest has conducted the
same test, as was described earlier, on
another 10 thermostats, this time
manufactured by TempKing. The
temperature readings of the ten
thermostats are listed on the next slide.
Hypothesis Testing About the
Variances of Two Populations
Example: Buyers Digest (C)
We will conduct a hypothesis test with a = .10 to see
if the variances are equal for ThermoRites thermostats
and TempKings thermostats.
Hypothesis Testing About the
Variances of Two Populations
Example: Buyers Digest (C)
ThermoRite Sample
TempKing Sample
Temperature 67.4 67.8 68.2 69.3 69.5 67.0 68.1 68.6 67.9 67.2
Thermostat 1 2 3 4 5 6 7 8 9 10
Temperature 67.7 66.4 69.2 70.1 69.5 69.7 68.1 66.6 67.3 67.5
Thermostat 1 2 3 4 5 6 7 8 9 10
Hypotheses
Hypothesis Testing About the
Variances of Two Populations
Reject H
0
if F > 3.1789
The F distribution table (on next slide) shows that with
with a /2= 0.05, 9 d.f. (numerator), and 9 d.f. (denominator),
F
.05
= 3.1789.
(Their variances are not equal)
(TempKing and ThermoRite thermostats
have the same temperature variance)
Rejection Rule
2
2
2
1 0
: H
2
2
2
1 1
: H
Selected Values from the F Distribution Table
Hypothesis Testing About the
Variances of Two Populations
df2/df1 1 2 3 4 5 6 7 8 9 10
1
161.45 199.50 215.71 224.58 230.16 233.99 236.77 238.88 240.54 241.88
2
18.513 19.000 19.164 19.247 19.296 19.330 19.353 19.371 19.385 19.396
3
10.128 9.5521 9.2766 9.1172 9.0135 8.9406 8.8867 8.8452 8.8123 8.7855
4
7.7086 6.9443 6.5914 6.3882 6.2561 6.1631 6.0942 6.0410 5.9988 5.9644
5
6.6079 5.7861 5.4095 5.1922 5.0503 4.9503 4.8759 4.8183 4.7725 4.7351
6
5.9874 5.1433 4.7571 4.5337 4.3874 4.2839 4.2067 4.1468 4.0990 4.0600
7
5.5914 4.7374 4.3468 4.1203 3.9715 3.8660 3.7870 3.7257 3.6767 3.6365
8
5.3177 4.4590 4.0662 3.8379 3.6875 3.5806 3.5005 3.4381 3.3881 3.3472
9
5.1174 4.2565 3.8625 3.6331 3.4817 3.3738 3.2927 3.2296 3.1789 3.1373
10
4.9646 4.1028 3.7083 3.4780 3.3258 3.2172 3.1355 3.0717 3.0204 2.9782
a = 0.05 in the right tail
Test Statistic
Hypothesis Testing About the
Variances of Two Populations
We cannot reject H
0
. F = 2.53 < F
.05
= 3.1789.
There is insufficient evidence to conclude that
the population variances differ for the two
thermostat brands.
Note that the F test is extremely sensitive to
departures from the normality assumption.

Conclusion
= 1.768/.700 = 2.53
TempKings sample variance is 1.768
ThermoRites sample variance is .700
2
1
2
2
s
F
s

F

0
3.1789
Area in right
Tail = 0.05
Reject H
0
2
1
2
2
s
F
s

= 2.53
2.53