Inferences for two population standard deviations

F-Test

A variable is said to have an F-distribution if its distribution has the shape of a special type of right-skewed curve, called the F-curve. F-distribution has two numbers of freedom instead of one. df= (n1 , n2 ) where n1 is the degree of freedom for the numerator and n2 is the degree of the freedom for the denominator

F-Test

Properties of the F-curve

1. The total area under the F-curve equals 1. 2. An F- curve starts at 0 on the horizontal axis and extends indefinitely to the right, approaching , but never touching the x axis. 3. An F-curve is right skewed. Q. The Elmendorf tear test is used to evaluate material strength for fibre glass shingles, paper quality and other manufactured products. The researchers obtained the Elmendorf tear strength of two vinyl floor coverings. We wish to study whether the standard deviations of tear strength differ between the two vinyl coverings. Brand A (data in grams) 2288 2384 2368 2112 Brand B 2592 2384

2304

2528

2240

2144

2208

2160

2512

2432

2576

2112

2176

2288

2304

2752

H0 : 1 = 2 (standard deviations of tear strength are the same) Ha : 1 2 (standard deviations of tear strength are different) If the population standard deviations deviations s1 and s2 must be same.
1

&

are equal the sample standard

Thus the F-statistic = s12 / s2 2 must be close to 1. From the data given for two brands

s1 = 128.3 g

and

s2 = 199.7 g

F= s12 / s2 2 = 128.3 2 / 199.7 2 = .413 Does the value of F differ from 1 by enough to conclude that the null hypothesis of equal population standard deviations is false ? To answer the question we need to know the distribution of the F-statistic.

Distribution of F-Statistic
Suppose that the variable under consideration is normally distributed on each of two populations. Then , for independent samples of sizes n1 and n2 from the two populations, the variable F= (s12 / 12 ) / ( s2 2 / 2 2)

Has the F-distribution with df= (n1 -1 , n2 1) Step 1: state the null and alternative hypothesis H0 : 1 = 2 (standard deviations of tear strength are the same) Ha : 1 2 (standard deviations of tear strength are different)

Step 2: decide on the significance level

= .05

Step 3: Compute the value of the test statistic F= s12 / s2 2 F = .413 as previously calculated Step 4: The value of = .05 and n1 =10 , n2 = 10 so df= (9,9) The reciprocal property of F-curves

For a F-curve with df = ( 1 , 2 ) , the F-value having area to its left equals the reciprocal of the F-value having area to its right for a F-curve with df= ( 2 , 1 )

The critical values for F-Statistic are: F 1- /2 and F

/ 2

for a two tailed test

F 1- for a left tailed test F for a right tailed test

The critical values for a two tailed test are F 1- /2 df= (n1 -1 , n2 1)
F.025 = 4.03

and

/ 2

with

To obtain F 1- .05/2 = F.975 we note that it is the F value having area .025 to its left. Applying the reciprocal property of F-curves we note that F .975 equals the reciprocal of the F value having area .025 to its right for an F-curve with df= (9,9) . Thus F.975 = 1 / 4.03 = .25

Step 5: The value of the test statistic is F= .413 . Thus value does not fall in the rejection region thus we do not reject the null hypothesis. The test results are not statistically significant at the 5% level.

Confidence intervals for two population Standard Deviations

The confidence interval for 1 / 2 is from

(1 / (F / 2 ) ) (s1 / s2 )

to

(1 / (F1- / 2 ) ) (s1 / s2 )

Thus the confidence interval is from ( 1 / (4.03) ) ( 128.3 / 199.7) Or .32 to 1.28 Thus we can be 95% confident that the ration of the population standard deviations of tear strength for Brand A and Brand B vinyl coverings is somewhere between .32 and 1.28 to ( 1/ (.25) ) (128.3 / 199.7)

Chi-Square Goodness -of -Fit Test The Chi-Square Goodness-of-Fit Test is for a variable whose possible values have been grouped into a finite number of categories.

Type of violent crime

Relative Frequency

Murder

0.011

Road Rage

0.063

Robbery

0.286

Aggressive Assault

0.64

The FBI compiles data on crimes and crime rates and publishes the information . The data for year 2000 is as given in table above. Thus for example in 2000 ,28.6% of all crimes were Robbery.

Chi-Square Goodness -of -Fit Test

Type of violent crime Murder Road Rage Robbery Aggressive Assault Observed Frequency 3 37 154 306

A random sample of 500 violent-crime reports from last year yielded the frequency distribution as shown above. We have to decide whether last years distribution of violent crimes has changed from the 2000 distribution. Assumptions for Chi-Square Goodness-of-Fit test: 1. All expected frequencies are 1 or greater 2. At most 20% of the expected frequencies are less than 5

For a Chi-square goodness-of-fit test , the test statistic 2 = ( (O - E) 2 / E ) has approximately chi-square distribution if null hypothesis is true. The number of degrees of freedom is 1 less than the number of possible values for the variable under consideration.

Chi-Square Goodness -of -Fit Test Step 1: State the null and alternate hypothesis H0 = Last years violent-crime distribution is the same as the 2000 distribution Ha = Last years violent-crime distribution is different from the 2000 distribution Step 2: Calculate the expected frequency for each possible value of the variable by using the formula E=np, where n is the sample size and p is the relative frequency .

Type of violent crime

Relative Frequency p

Expected Frequency (np= E)

Murder

0.011

500 x .011= 5.5

Road Rage

0.063

500 x.063 = 31.5

Robbery

0.286

500 x .286 = 143.0

Aggressive Assault

0.64

500 x .640 = 320

Chi-Square Goodness -of -Fit Test

Step 3: Determine whether the expected frequencies satisfy assumptions 1 and 2

1. Are all expected frequencies greater than 1 ? Yes 2. Are at most 20% of the expected frequencies less than 5 ? Yes, in fact none of the expected frequencies are less than 5. Step 4: Decide on the significance level . = .05 Step 5: Compute the value of the test statistic 2 = ((O - E) 2 / E) The value is 3.555 as calculated below

Type of violent crime Murder Road Rage

Observed Frequency O 3 37

Expected Frequency E 5.5 31.5

Difference O -E -2.5 5.5

Chi-square Square of difference (O - subtotal (O - E)2 E)2 / E 6.25 30.25 1.136 0.96

Robbery
Aggressive Assault

154
306 500

143
320 500

11
-14 0

121
196

0.846
0.613 3.555

Chi-Square Goodness -of -Fit Test Step 6: The critical value is 2 with df= k -1 , where k is the number of possible values for the variable. From the table with = .05 and k= 4 -1=3 , 2.05 = 7.815 Step 7: The value of the test statistic is 2 = 3.555 . Since it does not fall in the rejection region, we do not reject the null hypothesis. The test results are not statistically significant at the 5% level.

Chi-Square Independence Test

Drinks per month Abstain Single Marital Status Married Widowed 67 411 85 1 -60 213 633 51 Over 60 74 129 7 Total 354 1173 143

Divorced
Total

27
590

60
957

15
225

102
1772

A national survey was conducted to obtain information on the alcohol consumption patterns of US adults by marital status. A random sample of 1772 residents, 18 years old and older, yielded the data as displayed above. Use Chi-square independence test to test whether Marital status and alcohol consumption are associated.

Chi-Square Independence Test Step 1: State the null and alternative hypothesis H0 = Marital status and alcohol consumption are not associated Ha = Marital status and alcohol consumption are associated Step 2: Calculate the expected frequencies by using the formula E= RC/n
Drinks per month

Abstain

1 -60

Over 60

Total

Single

67 ( 117.9)

213 (191.2)

74 (44.9)

354

Marital Status

Married

411 (390.6)

633 (633.5)

129 (148.9)

1173

Widowed

85 (47.6)

51 (77.2)

7 (18.2)

143

Divorced

27 (34.0)

60 (55.1)

15 (13.0)

102

Total

590

957

225

1772

Chi-Square Independence Test

Drinks per month

Abstain

1 -60

Over 60

Total

Single

67 ( 117.9)

213 (191.2)

74 (44.9)

354

Marital Status

Married

411 (390.6)

633 (633.5)

129 (148.9)

1173

Widowed

85 (47.6)

51 (77.2)

7 (18.2)

143

Divorced

27 (34.0)

60 (55.1)

15 (13.0)

102

Total

590

957

225

1772

The expected frequencies are shown in brackets in the above grid. In the first cell 117.9 value is calculated as follows: RC /n = (590 x 354) /1772 = 117.9

Similarly all other value are calculated

Chi-Square Independence Test Step 3: Decide on the significance value The significance value is = .05 Step 4: Compute the value of the test statistic 2 = (O - E) 2 / E = ( 67 117.9) 2 / 117.9 + (213 191.2 )2 / 191.2..(15 13.0) 2 / 13.0

= 94.269
Step 5: The critical value is 2 with df = (r-1) (c-1) ,where r is number of rows and c is number of columns

df= (4 -1) (3-1) = 6

From the Chi square table for = .05 we get the critical value = 12.592

Chi-Square Independence Test Step 6: Since the value of the test statistic 2 =94.269 which falls in the rejection region , we reject the null hypothesis. The test results are statistically significant at 5% level.