6 SOME PROBABILITY DISTRIBUTIONS

– RANDOM VARIABLE
– PROBABILITY DISTRIBUTION OF A RANDOM VARIABLE
• Discrete Probability Distribution
• Continuous Probability Distribution
– SOME PROBABILITY DISTRIBUTIONS
• Binomial Distribution: A Discrete Distribution
• Poisson Distribution: A Discrete Distribution
• Normal Distribution: A Continuous Distribution
• Areas Under the Normal Curve
• Computation of Probabilities Using the Standard Normal
Curve Table
• Applications of the Normal Distribution
• Normal Approximation to the Binomial Distribution
6 SOME PROBABILITY DISTRIBUTIONS
– SAMPLING DISTRIBUTION
• The Central Limit Theorem
• Chi-Square Distribution
• Student t-Distribution
• F-Distribution

Probability distributions are used to model the behavior of many

variables of interest. The variables that are measured in most
scientific studies, whose values occur by chance, are referred to as
“random variables”. When used in a statistical analysis, these random
variables are assumed to follow a probability distribution.
RANDOM VARIABLE
A random variable is a function whose value is a real number
determined by each element in the sample space. Capital letters like
𝑋, 𝑌, or Z are used to denote a random variable. Random variables
l
provides a convenient way of expressing elements of a sample
space as numbers. X S 7112
w Xcw X
Example 6.1 A coin is tossed 3 times. Let 𝑋 be the random variable
denoting the number of heads. The set of all possible outcomes are
given in the first row of the table below. The second row gives the
values of the random variable 𝑋.
r r r
Outcomes AHH HHT HTH HTT THA THT TTH TTT
𝑋= no. of heads 3 2 2 I 2 I l O
r r

XCHHH 3 Possiblevalues X 0,1 2,3

WES
Example 6.2 A pair of dice are rolled. Let 𝑌 be the random variable
denoting the absolute difference of the dots on the upturned faces of
the dice. a) Find the sample space. b) What are the possible values of
𝑌? c) Give the corresponding outcomes to every value of 𝑌.
s G6 36 WES
a n
fY o
Yao o
S 1,1 11,2 11,3 11,414,5 11,6 event
2 l 12,412,3 2,4711215 Kic 1,176,273,3
3,1 13,2 3,3 3,4 13,5 13,6 44715,5 6,6
4,1 14,2 4,311 4,4 14,5 4,61
5,1 5,211 5,3 51471 5,5 15,6
Gil 6,2 6,3 16,4 6,5 6,6

b Possible values of Y O I 2,3 4,5

c 4 0 4 1

ii
i l
Ein
iii

5,5
X
 Classification of Random Variables
Discrete Random Variable is a random variable that assumes only a
finite number of values, most frequently integers. The values of
these random variables are sometimes called count data.
Some examples of discrete random variables are:
• number of hearts drawn from a deck of cards;
• number of heads in 3 tosses of a fair coin;
• number of persons in a city objecting to a new ordinance;
• number of barangays who voted for the opposition candidates.
Continuous Random Variable is a random variable which can assume
any value between two points in a continuous scale. The values of
these random variables are sometimes called measured data.
Some examples of continuous random variables are:
• weight of a person;
• height of a person;
• percentage of persons in a city objecting to a new ordinance;
PROBABILITY DISTRIBUTION OF A RANDOM VARIABLE

Given a random variable (say sample mean), this random variable

takes on different values when different samples are obtained from a
population. For every value that a random variable takes in a
particular sample, a corresponding probability can be computed.
Hence, probability distributions can be viewed as ordered pairs in
which the first element is the value of the random variable and the
second element is the associated probability.

When a random variable is discrete, its corresponding probability

distribution is called a discrete probability distribution. A discrete
probability distribution is an equation, or a table that lists all possible
values that a discrete random variable can take on together with the
associated probabilities.
Example 6.3 A coin is tossed 3 times. Let 𝑋 be the random variable
denoting the number of heads. Find the probability distribution of 𝑋.
Solution: The possible values of 𝑋 are 0, 1, 2 and 3. The probability
distribution of 𝑋 in tabular form is

𝑋 O 1 2 3
𝑃(𝑋 = 𝑥) Ys Ys
In equation form TTT
1
8 , if x 0
3
8 , if x 1
P( X x) 3
8 , if x 2
1
8 , if x 3
Example 6.3 A pair of dice are rolled. Let 𝑌 be the random variable
denoting the absolute difference of the dots on the upturned faces of
the dice. Find the probability distribution of 𝑌.
Solution: The possible values of 𝑌are 0, 1, 2, 3, 4, and 5. The
probability distribution of 𝑌 in tabular form is

𝑌 O
𝑃(𝑌 = 𝑦) Ea Iss Iss Is 31 1

Remark:
1. There are two general rules which the values of all probability
distributions must obey: First, since the values of a probability
distribution are probabilities, they must be numbers on the
interval from 0 to 1. Second, since a random variable has to take
on one of its values, the sum of all the values of a probability
distribution must be equal to 1.
2. the graph of the discrete probability distribution is
represented by a histogram in which the values of the
random variables are used as the midpoints plotted in the
horizontal scale, and the height of the rectangle is the
corresponding probability drawn in the vertical scale.
Example

A
Figure 6.1 Probability Distribution of Example 6.3
When a random variable is continuous, its corresponding probability
distribution is called a continuous probability distribution or
probability density function or just density function.
• Probability values of a continuous random values are computed for
intervals not for a specific value.
• The graph of a continuous probability distribution is a smooth curve like
the one that is drawn in Figure 6.2 below.
• The probability that a random variable 𝑋 is contained in the interval
𝑎, 𝑏 is determined by finding the area of the shaded portion below the
curve, above the x-axis and between the two lines perpendicular to the
x-axis passing thru 𝑎 and 𝑏, respectively.
• Probability tables are used to facilitate the computation of the
probability of an interval for some commonly used continuous
probability distributions. region
Note that the total
area under the curve is
I equal to 1.

Figure 6.2 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = area of the shaded region

 SOME PROBABILITY DISTRIBUTIONS
1 Binomial Distribution: A Discrete Distribution
A binomial experiment is a process that possesses the following
characteristics:
• The experiment consists of 𝑛 repeated trials.
• Each trial results in one of two mutually exclusive outcomes that
may be classified as either a “success” or a “failure”.
• The probability of a success in one trial, denoted by 𝑝, remains
constant from trial to trial.
• The repeated trials are independent.
Note: In the 𝑛 trials, the random variable of interest is the number of
success and denote it by the symbol 𝑋. Clearly, the possible values of X
are any integer value from 0 to 𝑛 inclusive. If 𝑝 is the probability of
success in one trial then the probability of failure is 𝑞 = 1 − 𝑝. Hence,
random variable 𝑋 is a binomial random variable and its probability
distribution (binomial dist’n) is written mathematically by the equation:
 t
t x n x n!
n Cx p q pxqn x
for x 0,1, 2 , , n
P( X x) b( x; n, p) x!(n x)!
A T 4
0 otherwise
where 𝑛 − number of trials;
𝑝 − probability of success;
𝑞 − probability of failure;
𝑥 − number of successes.

Example 6.5 Find the probability of obtaining exactly three 2's if an

ordinary die is tossed 5 times.
Solution: Let 𝑋 be the number of 2’s on the face of an ordinary die
tossed 5 times.
Possible values of X o I z g 4 get
4 54 12,22.2.21

w probability of
getting p 6 X 2,212,22 5
Now
53
PCH 3 f I I
I Ed
 O 03213

Example 6.6 Find the probability of getting at least 4 heads in 6

tosses of a fair coin.
Solution: Let 𝑋 be the number of heads in6g
4 tosses of a fair coin.

Possible rate s of X 0 I 2 3 4 5,6

probability of getting a head success p L
Now
P X 3,4 PCH4 t PCX 5 Pale
ok Es tf
i Ii is to
6
t

15 151 6 1 E
6
22 E
0.34375
Example 6.7 A multiple-choice quiz has 10 questions, each with four
possible answers of which only one is the correct answer. What is the
probability that sheer guesswork would yield at most 1 correct answer?
Solution: Let 𝑋 be the number of correct answers.
Possible of values O 1,2 10

w
probidbility of a correct answer p I
where
9 1 p
I I Z
Now
PCXED PX o tPCX D
Eo E Ed
9
4 t lo 4
0.05631 t 0.18771
0.24402
Remark: The mean, variance, and standard deviation of a binomially
distributed random variable are given by 𝜇 = 𝑛𝑝; 𝜎 2 = 𝑛𝑝𝑞 and 𝜎 =
𝑛𝑝𝑞, respectively. t t t
mean
Example 6.9 The probability that a patient recovers from a rare blood
disease is 0.4. If 15 people are known to have contracted this disease, find
the mean and standard deviation of the number of recoveries among 15
patients.
Solution: Let 𝑋 be the number of patients that survive.
Possible values of X 0 1,2 15

p probability of recovery
p 0.4
Now
mean
tip 1510.4 G
µ
15 0 4 10.6 3 6 since 1 p
ppg 9 0.4
8 15.6 1.897 Or6
 Example 6.8 If 20% of the bolts produced by a machine are defective,
determine the probability that out of 4 bolts chosen at random,
a) exactly 3 are defective.
b) at least 3 are defective.
c) 2 bolts are non-defective.
d) at most 1 is non-defective.
Solution:
Let X number of defective bolts
p 20 0.20 f Y 4j
I 0.20 0.80
9
M 4
0.280.840 3 0.80 0.0256
P X 3 4cg 4 0.20

b P X 33 PCX DtPCX 4
0.0256 t 40.2040804
z 42 0.0256 0.204 0.02561 0.0016 0.0272
Let 2 number of non defective bolts
eG 80 0.80 1 0.80 0.20 D
 I
c P 2 2 208020.202 6 0.80710205 0.1536
d P ZED PC2 o tPC2 D 0.20 t 4 0.8 10.23
4808000.204 4C o.gg o.zo3 0.0016 t 0.0256
SOME PROBABILITY DISTRIBUTIONS 0.0272
2 Poisson Distribution: A Discrete Distribution
Let 𝑋 be the number of occurrence of the event in a certain interval,
area or time. For example
• Number of births per hour in a given day.
• Number of errors per page in a draft manuscript.
If events are not random, it can be treated statistically using
descriptive methods like histogram or frequency distribution tables.
But, if events are random then the event can be modeled by a Poisson
distribution given by X x fives
𝜆𝑥 𝑒 −𝜆 Xcw X
𝑃 𝑋=𝑥 = ; 𝑥 = 0,1,2, ⋯ , e

a a 𝑥!
where 𝜆 = the mean number of occurrence per interval, time.
Note: Poisson random variables takes any positive integer value while a
binomial distribution has a maximum finite value 𝑛.
Example 6.9 The number of weekly breakdown of a computer has a
Poisson distribution with mean 𝜆 = 0.4. Find the probability that:
a) there will be two breakdown in a week?
S
b) there will be no breakdown in a week? PA axe
c) there are at least two breakdowns in a week? XT
x 0
Solution: Let 𝑋 be the number of breakdowns in a week.
Given 1 0.4
4
PCX 2 0.4250 067 16 6
2,7 0.0536
a 032

04
b PCX o O4 e 0.6703
eo

c PCX7,2 PI ITPIX jdi PCX

IDti.it 9X tooo.oo
1P Xs2 PCE PCE I
I PX o tP X D PCE _I PCE
i
fo4 oq oaig I
 0.0616
Example 6.10 Customers arriving at a PERA PADALA outlet follows a
Poisson distribution with an average of 5 customers every 30-minute
interval. Find the probability that in a given 30-minute interval, at
most 3 clients will arrive.
Solution: Let 𝑋 be the number of customers in a given 30-minute interval.
Given 7 5

Now PCX 3
P Xss PCX o tPCX DtPCx 2
5
5
3
5
oe t
5Y 5

0.1404 t 0.0842 t 0.0337 t 0.0067

0.2650
2 Normal Distribution: A Continuous Distribution
The normal distribution is sometimes called the Gaussian distribution,
in honor of Gauss (1777-1855) who is one of the Mathematicians who
derived its equation.
• The graph of a normal distribution is a bell-shaped curve that
extends asymptotically to the horizontal axis in both directions.

iii
A

Figure 6.3 The Normal Curve

i
The normal distribution is written as:
2
1 1 x
f ( x) exp 0 , x .
2 2
y l
For the special case 𝜇 = 0 and 𝜎 2 = 1, the distribution is called the
Standard Normal Distribution given as
For the standard normal
1 1 2 distribution, the random
f ( z) exp z , z .
2 2 variable 𝑍 is used
instead of 𝑋.
Some properties of the normal distribution are:
1. It is symmetric with respect to a vertical axis passing through the mean 𝜇.
2. The mean, median, and mode are equal.
3. The tails are asymptotic to the horizontal line.
4. The total area under the normal curve and above the horizontal axis is 1.
Note that to find the area under a
3 Areas Under The Normal Curve
normal curve, knowledge of
b calculus and numerical integration

I R
yx are required. However, probability
tables are furnished in Appendix B
fexl
I that gives the results of such
integration for different values of 𝑧.
Figure 6.4 𝑃 𝑎 ≤ 𝑋 ≤ 𝑏 = area of the shaded region b
ACR ffCx dx
PCX a P a.IE s pCacXcb
a
 continuous

4 Computation of Probabilities Using the Standard Normal Table

The Standard Normal Table in Appendix B

• provides probability values for a standard normal random variable (𝜇 = 0
and 𝜎 2 = 1). However, when 𝜇 ≠ 0 and 𝜎 2 ≠ 1 it is still possible to find
probabilities by using a simple transformation which will be illustrated in
the later examples.
• gives the probability value for the expression of the form 𝑃 𝑍 < 𝑧0 .
ee

Note:
• 𝑃 𝑍 ≤ 𝑧0 = 𝑃 𝑍 < 𝑧0
o

g
• 𝑃 𝑍≥ 𝑧0 = 𝑃 𝑍 > 𝑧0
• 𝑃 𝑧1 ≤ 𝑍 ≤ 𝑧2 = 𝑃 𝑧1 < 𝑍 < 𝑧2 .
Now
• 𝑃 𝑍 > 𝑧0 = 𝑃 𝑍 < −𝑧0
• 𝑃 𝑍 > 𝑧0 = 1 − 𝑃 𝑍 < 𝑧0
• 𝑃 𝑧1 < 𝑍 < 𝑧2 = 𝑃 𝑍 < 𝑧2 − 𝑃 𝑍 < 𝑧1 .
 Zoo
2 22

Example 6.10 Let 𝑍 be a standard normal random variable. Find the

following probabilities using the standard normal table:
a) 𝑃 𝑍 < 2.1 0.9821
b) 𝑃 𝑍 > −0.43 P 2L 0.4337 101220.43 0.6664 a
c) 𝑃 −0.25 < 𝑍 < 1.64 .
P 27 0.43 1 PEL 0.43
P 24.64 PGL 0.25 0.86363346
0.9495 0.4013 2

0.5482

Example 6.11 Find the value of 𝑘, if:

a) 𝑃 𝑍 < 𝑘 = 0.8461 k 1.02
b) 𝑃 𝑍 > 𝑘 = 0.9345
c) 𝑃 −𝑘 < 𝑍 < 𝑘 = 0.95.
PLZ k 0.9345
PCZs K 0.9345
s K 1.51
x t

PLZ K 0.9345
Pfk L2 Lk 0.95 1 P 244 0.9345
We can find the value of K p Zaka 0.9345
 9 2h K 655
P 0.025
K 1.51
K 1.96
ke curve
Note that the standard normal 1.96 table can still be utilized even if the normal
distribution has a mean 𝜇 ≠ 0 and 𝜎 2 ≠ 1 by using the transformation
MFO 0 I
2 X X 2 6th
X X N µ g2 11
Z X Z . 24116,1 where 2
T Example 6.13 Let 𝑋 be normally distributed with a mean of 72 and a
o

standard deviation of 15. Find the z-scores corresponding to: N 72,152

a) 𝑥 = 72 and X
a 2 72,372 o
b) 𝑥 = 93.
b 2 2,15 1.4
93,372

Example 6.14 Given a normal distribution with 𝜇 = 40 and 𝜎 2 = 36, find

a) the probability that 𝑋 assumes a value greater than 50;
b) the value of 𝑋 that has 38% of area below it.
XnN 40,36 so 6 6
a
PEX so P KEIO 50 40 P 271.67 1422 1.67
0.0475
2 50 40 1.67
6 pay go p 271.67 PC221.67
b 2oz l 0.9525 0.0475
 z 0.31 Now x GC 0.31 t 40
38
5 Applications of the Normal Distribution 14

Example 6.15. A set of scores in a Statistics examination is approximately

normally distributed with a mean of 74 and a standard deviation of 7.9.
Find the probability that a student received scores between 75 and 80.
X n N 74 7.92
Now
P 754 P 75 742 0.7764 0.5517
480
g
94 489 74 0.2247
p o B L Z L 0.76
PC220.76 P 2 0.13
Example 6.16 If the weights of 600 students are normally distributed with
a mean of 50 kilograms and a variance of 16 square kilograms,
a) determine the percentage of students with weights lower than 55 kgs.
b) how many students have weights exceeding 52 kgs. ?
Xn N 50,16
a
P X 455 p XII L 55 50 P 221.25 0.8944
89.44 of students have weights lower than 55Kgs
i

b P X 52 52
P Xz5I 2,50 PCZyo 5 PELL O 5 0.3085
 600 0 3085 2 183 students have weights exceeding 52 lags

6 Normal Approximation to the Binomial Distribution

The normal distribution gives a good approximation to the binomial

distribution when 𝑛 is large and 𝑝 is not to close to 0 or 1. Recall that for
binomial random variable 𝑋 (i.e., 𝑋~𝑏(𝑛, 𝑝)) the mean isM 𝑛𝑝 and
variance is02𝑛𝑝𝑞. Now 𝑋 can be approximated by a normal random
variable 𝑍 (i.e., 𝑍~𝑁(0,1)) by using the transformation

Z
X
On
np
.
npq
Remark: If a discrete random variable is approximated by a continuous
random variable, an adjustment for continuity is necessary because the
probability that a continuous random variable is equal to some specific
value is 0. For example if 𝑋~𝑏(𝑛, 𝑝), the quantity 𝑃 𝑋 = 5 is greater
than zero provided 𝑛 ≥ 5. When using a normal approximation,
𝑃 𝑋 = 5 = 0. The adjustment for continuity, requires the computation of
𝑃 4.5 < 𝑋 < 5.5 to approximate the value of 𝑃 𝑋 = 5 .

Ii
 5 4.55

Note: Adjustment for continuity Note: Adjustment for continuity

• 𝑃 𝑋 = 5 = 𝑃 4.5 < 𝑋 < 5.5 • 𝑃 𝑋 ≤ 5 = 𝑃 𝑋 < 5.5
• 𝑃 𝑋 < 5 = 𝑃 𝑋 < 4.5 • 𝑃 𝑋 ≥ 5 = 𝑃 𝑋 > 4.5
• 𝑃 𝑋 > 5 = 𝑃 𝑋 > 5.5 • 𝑃 4≤𝑋≤5 =
P 3.52 45.5
Example 6.18 A pair of dice are rolled 180 times. What is the probability
that a total of seven (7) dots on the top face occurs
a) less than 25 times?
b) between 33 and 41 times inclusive?
Solution: Let 𝑋 = number of times that a total of 7 occurs.
S Ca b a b 1,2 3,415,6 n s G6 36

X 7 1,67 Gil 25 15,2 3,4 4,3

Postcodes
equal to 7
p probability of getting
a sum

Is L
roof IEEE
q I I Eg
a p XL 25 dtPCXD.tl
IK 24 zs terms

Note Mean µ rip 180 f 30

 Std deviation G In pg 1180 f CE 3

Using Normal approximation

P XL25 P XL 24.5
p 30
XIII
224.55

p 2h lol
84,15458
0.1357 r

b P 331 41 PX 33 tPCX 34 t tl 4
P 32.5EXE4t5 z 32.55302 0.5

P 0.5 EZE 2.3

22 41.5 2.3
5302
P 2 2.3 PELE 0.5
0.9893 0.6915
0.2978
SAMPLING DISTRIBUTION

A sampling distribution is the probability distribution of a statistic. For

example: the sample mean is very popular statistic and its the distribution
is called the sampling distribution of the mean. Similarly we could have
sampling distribution of the standard deviation, the variance, the median,
proportions, etc.

For each sampling distribution we can compute the mean, the standard
deviation, or other numerical measures. The standard deviation of a
sampling distribution of a statistic is also called the standard error of that
statistic.

To be able to determine the sampling distribution of a statistic, it

requires the knowledge of the distribution of the population from which
the sample was drawn. The actual distribution may not be easy to
determine but the normal distribution is a convenient approximation to
many unknown population distribution.
The Central Limit Theorem

The central limit theorem is considered one of the most important

results in statistics. It gives the approximate sampling distribution of the
sample mean.
Theorem. If random samples of size 𝑛 are drawn from a large or infinite
population with finite mean 𝜇 and variance 𝜎 2 , then the sampling
distribution of the sample mean is approximately normally distributed
𝜎
with mean 𝜇𝑋ത = 𝜇 and standard deviation 𝜎𝑋ത = . Hence, 𝑍 =
𝑛
ത
𝑛(𝑋−𝜇)
~𝑁 ത
0,1 or equivalently, 𝑋~𝑁(𝜇, 𝜎 2Τ )
𝑛
𝜎

When the population is normally distributed, the distribution of the

sample means is also normally distributed. However, if the population is
not normally distributed, the sample mean is still approximately
normally distributed under the conditions stated in the Central Limit
Theorem. To simplify discussions and examples, a sample is considered
“large” if 𝑛 ≥ 30.
Chi-Square Distribution

Another popular statistic whose sampling distribution is needed to

perform hypothesis tests is the sample variance. Its sampling
distribution is stated in the theorem below.

Theorem. If 𝑠 2 is the variance of a random sample of size 𝑛 taken from a

2 2 (𝑛−1)𝑠 2
normal population having the variance 𝜎 , then 𝜒 = is a value
𝜎2
of a random variable 𝜒 2 having the chi-square distribution with 𝑣 = 𝑛 −
1 degrees of freedom.

The value of the Chi-square statistic 𝜒 2 , cannot be negative. Unlike

the normal curve, the graph of the Chi-square distribution is not
symmetric about 0. It has a skewed distribution.
Percentile points of the 𝜒 2 distribution for selected values of 𝛼 (the
level of significance) and 𝑣 (the degrees of freedom), 𝜒 2 𝛼,𝑣 are tabulated
in Appendix D.
Example 6.19 Using the table of the Chi-square distribution in
Appendix D , find the value of each of the following.
a) 𝜒 2 0.05, 10 b) 𝜒 2 0.025, 6 c) 𝜒 2 0.01, 2
Solution:
Student t-Distribution

If a sample is taken from a normally distributed population where

population variance is unknown and the sample size is not large, the
values of the sample variance 𝑠 2 vary considerably from sample to
sample. For small sample sizes, the central limit theorem is not very
useful and the distribution of 𝑍 may no longer be a standard normal
ത
𝑛(𝑋−𝜇)
distribution. Replacing 𝜎 by 𝑠 in the expression 𝑍 = results to
𝜎
ത
𝑛(𝑋−𝜇)
the statistic 𝑡 = . This statistic has a student t- distribution as
𝑠
summarized below.

Theorem. If 𝑥ҧ and 𝑠 2 are the mean and variance, respectively of a

random sample of size 𝑛 taken from a normal population that is normally
ത
𝑛(𝑋−𝜇)
distributed with mean 𝜇 and variance 𝜎2,
then 𝑡 = ,
is a value of
𝑠
a random variable 𝑇 having the 𝑡-distribution with 𝑣 = 𝑛 − 1 degrees of
freedom.
 The 𝑡-distribution is similar to that of the standard normal random
variable 𝑧 in that they are both symmetrical about a mean of zero
and both are bell-shaped. Percentile points of the t - distribution for
selected values of 𝛼 (level of significance) and 𝑣 (degrees of
freedom), 𝑡𝛼,𝑣 , are tabulated in Appendix C.
Example 6.20 Using the table of the Chi-square distribution in
Appendix D , find the value of each of the following.
a) 𝑡0.05, 10 b) 𝑡0.025, 6 c) 𝑡0.01, 2
F-Distribution
To compare the variability of two sets of data, a statistic that can be
useful is the ratio of variances. Since a sample variance has a Chi-Square
distribution, a ratio of two sample variances will result in a sampling
distribution called the 𝐹-distribution.
The sampling distribution of the statistic 𝐹, called the 𝐹-distribution,
is defined to be the ratio of two independent chi-square variables, each
divided by their degrees of freedom. Thus, if 𝑓 is a value of the random
variable 𝐹, f is expressed as
2
1 v1 s12 2
1
2 2
s
2 1
f 2
2 v2 s 22 2
2
2 2
s
1 2

2
where 𝜒1 is the value of a chi-square distribution with 𝑣1 = 𝑛1 − 1
2
degrees of freedom and 𝜒2 is the value of a chi-square distribution with
𝑣2 = 𝑛2 − 1 degrees of freedom.
 2 2
Theorem. If 𝑠1 and 𝑠2 are the variances of independent random
samples of size 𝑛1 and 𝑛2 taken from normal populations with
2 2
variances 𝜎1 and 𝜎2 , 2respectively,
2 2 2
then
s1 1 s
2 1
f
s 22 2
2
2 2
s
1 2

Is the value of a random variable 𝐹 having the 𝐹-distribution with 𝑣1 =

𝑛1 − 1 and 𝑣2 = 𝑛2 − 1 degrees of freedom

Percentile points of the 𝐹distribution for selected values of 𝛼 (the level

of significance), 𝑣1 and 𝑣2 (the degrees of freedom), 𝐹𝛼,(𝑣 , 𝑣 ) are
1 2
tabulated in Appendix E.
Example 6.21 Using the table of the 𝐹 distribution in Appendix
E , find the value of each of the following.
a)𝐹0.05,(5,10) b) 𝐹0.05,(20,6) c)𝐹0.01,(8,8)