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Inference About Population Variance

This chapter discusses hypothesis tests for one and two population variances. For a single population variance, the chi-square test is used with the test statistic (n-1)s^2/σ^2, where n is the sample size, s^2 is the sample variance, and σ^2 is the hypothesized variance. For two population variances, the F-test is used to compare variances with the test statistic s1^2/s2^2, where s1^2 and s2^2 are the sample variances. Critical values for both tests are found using chi-square and F distributions, respectively.

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241 views

Inference About Population Variance

This chapter discusses hypothesis tests for one and two population variances. For a single population variance, the chi-square test is used with the test statistic (n-1)s^2/σ^2, where n is the sample size, s^2 is the sample variance, and σ^2 is the hypothesized variance. For two population variances, the F-test is used to compare variances with the test statistic s1^2/s2^2, where s1^2 and s2^2 are the sample variances. Critical values for both tests are found using chi-square and F distributions, respectively.

Uploaded by

khem_singh
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Chapter 11

Hypothesis Tests for


One and Two Population Variances
Hypothesis Tests for Variances

Hypothesis Tests
for Variances

Tests for a Single Tests for Two


Population Variances Population Variances

Chi-Square test statistic F test statistic


Single Population

Hypothesis Tests for Variances

Tests for a Single * H0: σ2 = σ02


Two tailed test
Population Variances HA: σ2 ≠ σ02
H0: σ2  σ02
Lower tail test
HA: σ2 < σ02
Chi-Square test statistic
H0: σ2 ≤ σ02
Upper tail test
HA: σ2 > σ02
Chi-Square Test Statistic

Hypothesis Tests for Variances

The chi-squared test statistic for


a Single Population Variance is:
Tests for a Single
Population Variances (n  1)s 2
  2
2
σ
Chi-Square test statistic * where
2 = standardized chi-square variable
n = sample size
s2 = sample variance
σ2 = hypothesized variance
The Chi-square Distribution
 The chi-square distribution is a family of
distributions, depending on degrees of freedom:
 d.f. = n - 1

0 4 8 12 16 20 24 28 2 0 4 8 12 16 20 24 28 2 0 4 8 12 16 20 24 28 2

d.f. = 1 d.f. = 5 d.f. = 15


Finding the Critical Value

 The critical value,  2


 , is found from the

chi-square table
Upper tail test:
H0: σ2 ≤ σ02
HA: σ2 > σ02

2
Do not reject H0 Reject H0
 2

Lower Tail or Two Tailed
Chi-square Tests

Lower tail test: Two tail test:


H0: σ2  σ02 H0: σ2 = σ02
HA: σ2 < σ02 HA: σ2 ≠ σ02

 /2
/2

2 2
Reject Do not reject H0 Reject Do not Reject
 2
1-
reject H0
21-/2 2/2
F Test for Difference in Two
Population Variances
Hypothesis Tests for Variances

H0: σ12 – σ22 = 0


Two tailed test
* Tests for Two
HA: σ12 – σ22 ≠ 0 Population Variances

H0: σ12 – σ22  0 Lower tail test


HA: σ12 – σ22 < 0 F test statistic

H0: σ12 – σ22 ≤ 0 Upper tail test


HA: σ12 – σ22 > 0
F Test for Difference in Two
Population Variances
Hypothesis Tests for Variances
The F test statistic is:
2
(Place the
s Tests for Two
larger sample
variance in the F 1
2 Population Variances
numerator)
s 2

s12 = Variance of Sample 1


* F test statistic
n1 - 1 = numerator degrees of freedom

s22 = Variance of Sample 2


n2 - 1 = denominator degrees of freedom
The F Distribution

 The F critical value is found from the F table


 The are two appropriate degrees of freedom:
numerator and denominator
s12
F 2 where df1 = n1 – 1 ; df2 = n2 – 1
s2
 In the F table,
 numerator degrees of freedom determine the row
 denominator degrees of freedom determine the column
Finding the Critical Value
H0: σ12 – σ22  0 H0: σ12 – σ22 = 0
HA: σ12 – σ22 < 0 HA: σ12 – σ22 ≠ 0
H0: σ12 – σ22 ≤ 0
H A : σ1 2 – σ22 > 0
 /2

0 F 0 F
Do not Reject H0 Do not Reject H0
reject H0 F reject H0 F/2
 rejection region  rejection region for
for a one-tail test is a two-tailed test is

s12 s12
F  2  F F  2  F / 2
s2 s2
(when the larger sample variance in the numerator)

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