F – TEST & ANALYSIS OF
VARIANCE (ANOVA)
F - Test
• F -test is a test of hypothesis concerning two variances derived from two
samples.
• F-statistic is the ratio of two independent unbiased estimators of population
variances and expressed as:
•
• F= 1
2
/2
2
• n1 – 1 the degrees of freedom for numerator and n2- 1 the degrees of freedom for
denominator.
• F –table gives variance ratio values at different levels of significance at d= (n1-1) given
horizontally and degrees of freedom (d) = (n2-1) given vertically.
• Generally 1
2
is greater than 2
2
but if 2
2
is greater than 1
2
, in such cases the two
variances should be interchanged so that the value of ‘F’ is always greater than 1.
• If the F – ratio value is smaller than the table value, the null
hypothesis (H0) is accepted. It indicates that the samples are drawn
from the same population.
• If the calculated F value is greater than the table value, null
hypothesis (H0) is rejected and conclude that the standard deviations
in the two populations are not equal.
• Working Procedure
• Set up the null hypothesis (H0) 1
2
= 2
2
and alternative hypothesis (H1) =
1
2
2
2
• Calculate the variances of two samples and then calculate the F statistic i.e.,
• F= 1
2
/2
2
if 1
2
2
2
• Or F= 2
2
/1
2
if 2
2
1
2
• Take level of significance at 0.05
• Compare the compound F- value with the table value and degrees of
freedom (n1 – 1) horizontally and degrees of freedom (n2 -1) vertically.
• Assumptions of F test:
• Normality: The values in each group should be normally distributed.
• Independence of Error: Variation of each value around its own group
mean i.e., error should be independent of each value.
• Homogenity: The variances within each group should be equal for all
groups i.e. 1
2
=2
2
= 3
2
=…….n
2
• Uses
• F test to check - equality of population variances.
• To test the two independent samples (x and y) have been drawn from
the normal populations with the same variances (2
).
• Whether the two independent estimates of the populations variances
are homogenous or not.
ANOVA
• The ‘Analysis of Variance’ (ANOVA) is the appropriate statistical
technique to be used in situations where we have to compare more
than two groups
OR
• It is a powerful statistical procedure for determining if differences in
means are significant and for dividing the variance into components.
• Variance (2
) is an absolute measure of dispersion of raw scores around the
sample (group) mean, the dispersion of the scores resulting from their varying
differences (error terms) from the means.
• Mean square – The measure of variability used in the analysis of variance is
called a mean square
• Sum of squared deviation from mean divided by degrees of freedom.
•
• Mean square = Sum of squared deviation from mean
• ----------------------------------------------
• Degrees of freedom
• Assumptions in analysis of variance
• The samples are independently drawn
• The population are normally distributed, with common variance
• They occur at random and independent of each other in the groups
• The effects of various components are additive.
• Technique for analysis of variance
• One - way ANOVA : Here a single independent variable is involved
• Eg: Effect of pesticide (independent variable) on the oxygen
consumption (dependent variable) in a sample of insect.
• Two -way ANOVA: Here two independent variables are involved.
• Eg: Effects of different levels of combination of a pesticide
(independent variable) and an insect hormone (independent variable)
on the oxygen consumption of a sample of insect.
• Working Procedure
• The procedure of calculation in direct method are lengthy as well as time
consuming and this is not popular in practice for all purposes.
• Therefore a short cut method based on the sum of the squares of the
individual values are usually used.
• This method is more convenient.
Critical Value = 3.89
F = 22.59
Thank you

Parametric test - F test - detailed.pptx

  • 1.
    F – TEST& ANALYSIS OF VARIANCE (ANOVA)
  • 2.
    F - Test •F -test is a test of hypothesis concerning two variances derived from two samples. • F-statistic is the ratio of two independent unbiased estimators of population variances and expressed as: • • F= 1 2 /2 2 • n1 – 1 the degrees of freedom for numerator and n2- 1 the degrees of freedom for denominator. • F –table gives variance ratio values at different levels of significance at d= (n1-1) given horizontally and degrees of freedom (d) = (n2-1) given vertically. • Generally 1 2 is greater than 2 2 but if 2 2 is greater than 1 2 , in such cases the two variances should be interchanged so that the value of ‘F’ is always greater than 1.
  • 3.
    • If theF – ratio value is smaller than the table value, the null hypothesis (H0) is accepted. It indicates that the samples are drawn from the same population. • If the calculated F value is greater than the table value, null hypothesis (H0) is rejected and conclude that the standard deviations in the two populations are not equal.
  • 4.
    • Working Procedure •Set up the null hypothesis (H0) 1 2 = 2 2 and alternative hypothesis (H1) = 1 2 2 2 • Calculate the variances of two samples and then calculate the F statistic i.e., • F= 1 2 /2 2 if 1 2 2 2 • Or F= 2 2 /1 2 if 2 2 1 2 • Take level of significance at 0.05 • Compare the compound F- value with the table value and degrees of freedom (n1 – 1) horizontally and degrees of freedom (n2 -1) vertically.
  • 5.
    • Assumptions ofF test: • Normality: The values in each group should be normally distributed. • Independence of Error: Variation of each value around its own group mean i.e., error should be independent of each value. • Homogenity: The variances within each group should be equal for all groups i.e. 1 2 =2 2 = 3 2 =…….n 2
  • 6.
    • Uses • Ftest to check - equality of population variances. • To test the two independent samples (x and y) have been drawn from the normal populations with the same variances (2 ). • Whether the two independent estimates of the populations variances are homogenous or not.
  • 7.
    ANOVA • The ‘Analysisof Variance’ (ANOVA) is the appropriate statistical technique to be used in situations where we have to compare more than two groups OR • It is a powerful statistical procedure for determining if differences in means are significant and for dividing the variance into components.
  • 8.
    • Variance (2 )is an absolute measure of dispersion of raw scores around the sample (group) mean, the dispersion of the scores resulting from their varying differences (error terms) from the means. • Mean square – The measure of variability used in the analysis of variance is called a mean square • Sum of squared deviation from mean divided by degrees of freedom. • • Mean square = Sum of squared deviation from mean • ---------------------------------------------- • Degrees of freedom
  • 9.
    • Assumptions inanalysis of variance • The samples are independently drawn • The population are normally distributed, with common variance • They occur at random and independent of each other in the groups • The effects of various components are additive.
  • 10.
    • Technique foranalysis of variance • One - way ANOVA : Here a single independent variable is involved • Eg: Effect of pesticide (independent variable) on the oxygen consumption (dependent variable) in a sample of insect. • Two -way ANOVA: Here two independent variables are involved. • Eg: Effects of different levels of combination of a pesticide (independent variable) and an insect hormone (independent variable) on the oxygen consumption of a sample of insect.
  • 11.
    • Working Procedure •The procedure of calculation in direct method are lengthy as well as time consuming and this is not popular in practice for all purposes. • Therefore a short cut method based on the sum of the squares of the individual values are usually used. • This method is more convenient.
  • 23.
    Critical Value =3.89 F = 22.59
  • 24.