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Hypothesis Tests for  One and Two Population Variances
Chapter Goals ,[object Object],[object Object],[object Object],[object Object],[object Object]
Hypothesis Tests for Variances Hypothesis Tests for Variances Tests for a Single Population Variances Tests for Two Population Variances Chi-Square test statistic F  test statistic
Single Population Hypothesis Tests for Variances Tests for a Single Population Variances Chi-Square test statistic H 0 : σ 2  = σ 0 2   H A : σ 2  ≠ σ 0 2 H 0 : σ 2     σ 0 2   H A : σ 2  < σ 0 2 H 0 : σ 2  ≤ σ 0 2   H A : σ 2  > σ 0 2 * Two tailed test Lower tail test Upper tail test
Chi-Square Test Statistic Hypothesis Tests for Variances Tests for a Single Population Variances Chi-Square test statistic * The chi-squared test statistic for a Single Population Variance is: where  2  = standardized chi-square variable n = sample size s 2  = sample variance σ 2  = hypothesized variance
The Chi-square Distribution ,[object Object],[object Object],0  4  8  12  16  20  24  28 0  4  8  12  16  20  24  28 0  4  8  12  16  20  24  28 d.f. = 1 d.f. = 5 d.f. = 15  2  2  2
Finding the Critical Value ,[object Object],[object Object],Do not reject H 0 Reject H 0   2   2  2  H 0 : σ 2  ≤ σ 0 2   H A : σ 2  > σ 0 2 Upper tail test:
Example ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Finding the Critical Value ,[object Object],Do not reject H 0 Reject H 0    = .05  2   2  2  = 24.9958 = 24.9958  (   = .05  and  16 – 1 = 15  d.f.) The test statistic is: Since 22.5 < 24.9958, do not reject H 0 There is not significant evidence at the    = .05 level that the standard deviation specification is exceeded
Lower Tail or Two Tailed  Chi-square Tests H 0 : σ 2  = σ 0 2   H A : σ 2  ≠ σ 0 2 H 0 : σ 2     σ 0 2   H A : σ 2  < σ 0 2  2  /2 Do not reject H 0 Reject   2 1-   2 Do not  reject H 0 Reject  /2  2 1-  /2  2  /2 Reject Lower tail test: Two tail test:
F  Test for Difference in Two Population Variances Hypothesis Tests for Variances Tests for Two Population Variances F test statistic * H 0 : σ 1 2  – σ 2 2  = 0 H A : σ 1 2  – σ 2 2  ≠ 0 Two tailed test Lower tail test Upper tail test H 0 : σ 1 2  – σ 2 2     0 H A : σ 1 2  – σ 2 2  < 0 H 0 : σ 1 2  – σ 2 2  ≤ 0 H A : σ 1 2  – σ 2 2  > 0
F  Test for Difference in Two Population Variances Hypothesis Tests for Variances F test statistic * Tests for Two Population Variances The F test statistic is: = Variance of Sample 1 n 1  - 1 = numerator degrees of freedom n 2  - 1 = denominator degrees of freedom = Variance of Sample 2 (Place the larger sample variance in the numerator)
[object Object],[object Object],[object Object],[object Object],[object Object],The  F  Distribution where  df 1  =  n 1  – 1 ;  df 2  =  n 2  – 1
Finding the Critical Value F   0   ,[object Object],F   0   (when the larger sample variance in the numerator) ,[object Object],  /2 F    F  /2   Reject H 0 Do not  reject H 0 Reject H 0 Do not  reject H 0 H 0 : σ 1 2  – σ 2 2  = 0 H A : σ 1 2  – σ 2 2  ≠ 0 H 0 : σ 1 2  – σ 2 2     0 H A : σ 1 2  – σ 2 2  < 0 H 0 : σ 1 2  – σ 2 2  ≤ 0 H A : σ 1 2  – σ 2 2  > 0
F Test: An Example ,[object Object],[object Object],[object Object],[object Object],[object Object]
F Test: Example Solution ,[object Object],[object Object],[object Object],Find the F critical value for    = .05: Numerator: df 1  = n 1  – 1 = 21 – 1 = 20 Denominator:  df 2  = n 2  – 1 = 25 – 1 = 24  F .05/2, 20, 24  = 2.327
[object Object],F Test: Example Solution 0    /2 = .025 F  /2   =2.327 Reject H 0 Do not  reject H 0 H 0 : σ 1 2  – σ 2 2  = 0 H A : σ 1 2  – σ 2 2  ≠ 0 F = 1.256 is not greater than the critical F value of 2.327, so we  do not reject H 0 (continued) Conclusion:   There is no evidence of a difference in variances at    = .05
Using EXCEL and PHStat ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]

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Hypothesis tests for one and two population variances ppt @ bec doms

  • 1. Hypothesis Tests for One and Two Population Variances
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  • 3. Hypothesis Tests for Variances Hypothesis Tests for Variances Tests for a Single Population Variances Tests for Two Population Variances Chi-Square test statistic F test statistic
  • 4. Single Population Hypothesis Tests for Variances Tests for a Single Population Variances Chi-Square test statistic H 0 : σ 2 = σ 0 2 H A : σ 2 ≠ σ 0 2 H 0 : σ 2  σ 0 2 H A : σ 2 < σ 0 2 H 0 : σ 2 ≤ σ 0 2 H A : σ 2 > σ 0 2 * Two tailed test Lower tail test Upper tail test
  • 5. Chi-Square Test Statistic Hypothesis Tests for Variances Tests for a Single Population Variances Chi-Square test statistic * The chi-squared test statistic for a Single Population Variance is: where  2 = standardized chi-square variable n = sample size s 2 = sample variance σ 2 = hypothesized variance
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  • 10. Lower Tail or Two Tailed Chi-square Tests H 0 : σ 2 = σ 0 2 H A : σ 2 ≠ σ 0 2 H 0 : σ 2  σ 0 2 H A : σ 2 < σ 0 2  2  /2 Do not reject H 0 Reject   2 1-   2 Do not reject H 0 Reject  /2  2 1-  /2  2  /2 Reject Lower tail test: Two tail test:
  • 11. F Test for Difference in Two Population Variances Hypothesis Tests for Variances Tests for Two Population Variances F test statistic * H 0 : σ 1 2 – σ 2 2 = 0 H A : σ 1 2 – σ 2 2 ≠ 0 Two tailed test Lower tail test Upper tail test H 0 : σ 1 2 – σ 2 2  0 H A : σ 1 2 – σ 2 2 < 0 H 0 : σ 1 2 – σ 2 2 ≤ 0 H A : σ 1 2 – σ 2 2 > 0
  • 12. F Test for Difference in Two Population Variances Hypothesis Tests for Variances F test statistic * Tests for Two Population Variances The F test statistic is: = Variance of Sample 1 n 1 - 1 = numerator degrees of freedom n 2 - 1 = denominator degrees of freedom = Variance of Sample 2 (Place the larger sample variance in the numerator)
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