1 Stat 2263 Section 8-6 Inferences on Two Population Variances In addition to comparing two means, researchers may be interested in comparing two population variances. For example, is the variation in two quality control processes different? Another reason may be in determining which t test to use when comparing two means: the pooled variance case, or the case of unequal variances. For the comparison of two variances or standard deviations, an F test is used. Note that when comparing means, we look at the difference between the two means. When comparing variances we look to the s21 2 ratios of two variances, or 12 . Not surprisingly, the ratio 2 will be 2 s2 used as the test statistic, where s12 is the larger variance. The s21 sampling distribution of 2 is the F distribution. s2 Properties of the F distribution The values of F cannot be negative, because variances are always positive or zero The distribution is positively skewed The F distribution is a family of curves based on the degrees of freedom of the variance in the numerator and the degrees of freedom of the variance in the denominator. The assumptions here are that the two independent random samples come from normally distributed populations Test Statistic: F s21 s22 with numerator df 1 n1 1 and denominator df, 2 n2 1 , where s12 is the larger variance. Table 5 in Appendix A gives the critical values for the F distribution for =0.05, and 0.025. It is limited since the requirement of two sets of degrees of freedom for the numerator and the denominator means a 1 lot of numbers. We may use the relationship F1 , , for the 2 1 2 F , , 2 2 1 2 lower tailed critical value. Choosing the larger of the two sample variances as the numerator, may save some work. Example: Find the critical values for a a. right tailed F test when =0.05 and 1 15, 2 21 (2.18) b, two tailed F test when =0.05 and 1 20, 2 12 1 (3.07, ) 2.68 When testing the equality of two variances, these hypotheses are used: H0 : 21 22 H0 : 21 22 H0 : 21 22 HA : 21 22 HA : 21 22 HA : 21 22 Two-tailed = Right-tailed Left-tailed Test Statistic: F s21 s22 with numerator df 1 n1 1 and denominator df, 2 n2 1 Rejection Region: a) two tailed test:Reject H 0 if F > F , , 2 1 2 b) right tailed test:Reject H 0 if F > F,1 , 2 c) left tailed test: or if F < F1 Reject H 0 if F < F1 ,1 ,2 , , 2 1 2 1 F , , 2 2 1 1 F,2 ,1 Calculations: No p-value necessary for the F test due to the limitations of the table. Conclusion: Exercises 419 - 420