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Requirements

Section 9.5

(1) The two populations are independent

Comparing Variation in Two Samples

(2) The two samples are random samples


(3) The two populations are normally distributed
(Very strict!)

Objective
Compare of two population variances using two
samples from each population.

Hypothesis Tests and Confidence Intervals of


two variances use the F-distribution

All requirements must be satisfied to make a


Hypothesis Test or to find a Confidence Interval
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Notation

Important
The first sample must have a larger sample
standard deviation s1 than the second
sample. i.e. we must have

s1 s2
If this is not so, i.e. if s1 < s2 , then we will
need to switch the indices 1 and 2

First population standard deviation

s1

First sample standard deviation

n1

First sample size

Second population standard deviation

s2

Second sample standard deviation

n2

Second sample size

Note: Use index 1 on sample/population with the


larger sample standard deviation (s)
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The F-Distribution

Tests for Two Proportions


The goal is to compare the two population
variances (or standard deviations)

Similar to the 2-dist.

H0 : 1 = 2

H0 : 1 = 2

Not symmetric

H1 : 1 2

H1 : 1 > 2

Non-negative values (F 0)

Two tailed

Right tailed

Depends on two degrees of freedom

Note: We do not consider 1 < 2


(since we used indexes 1 and 2 such that s1 is larger)

Note: We only test the relation between 1 and 2


(not the actual numerical values)
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df1 = n1 1

(Numerator df )

df2 = n2 1

(Denominator df )
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The F-Distribution

Test Statistic for Hypothesis


Tests with Two Variances

df1 = n1 1
df2 = n2 1

F=

s
s

1
2

Where s12 is the first (larger) of the two


sample variances
On StatCrunch: Stat Calculators F

Because of this, we will always have F 1


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Use of the F Distribution

Conclusions from the F-Distribution

If the two populations have equal variances,

Values of F close to 1 are evidence in favor

then F =

s12/s22

will be close to 1

(Since s12 and s22 will be close in value)

of the claim that the two variances are equal.


Large values of F, are evidence against this

If the two populations have different variances,

claim (i.e. it suggest there is some difference

then F = s12/s22 will be greater than 1

between the two)

(Since s12 will be larger than s22)


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Steps for Performing a Hypothesis


Test on Two Independent Means

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Example 1

Write what we know

Index the variables such that s1 s2 (important!)

State H0 and H1

Draw a diagram

Find the Test Statistic

Find the two degrees of freedom

Find the Critical Value(s)

State the Initial Conclusion and Final Conclusion

Below are sample weights (in g) of quarters made before


1964 and weights of quarters made after 1964.
When designing coin vending machines, we must
consider the standard deviations of pre-1964 quarters and
post-1964 quarters.
Use a 0.05 significance level to test the claim that the
weights of pre-1964 quarters and the weights of post-1964
quarters are from populations with the same standard
deviation.

Claim: 1 = 2 using = 0.05


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Example 1

n1 = 40
n2 = 40
s1 = 0.08700 s2 = 0.06194

H0 : 1 = 2
H1 : 1 2

= 0.05

Example 1

(Note: s1s2)

H0 : 1 = 2

Two-Tailed
H0 = Claim

H1 : 1 2
F = 1.973

Test Statistic
2
0.08700
= 12 =
2
0.06194

s12 = 0.007569

Two-Tailed
H0 = Claim

= 0.05
(Note: s1s2)

s22 = 0.003837

Stat Variance Two sample With summary

F/2 = 1.891

Sample 1: Variance: 0.007569


40
Size:

= 1.973

Sample 2: Variance: 0.003837

Degrees of Freedom
df1 = n1 1 = 39
df2 = n2 1 = 39
Critical Value

n1 = 40
n2 = 40
s1 = 0.08700 s2 = 0.06194

Size:

Hypothesis Test

Null: variance ratio=

Alternative

40

P-value = 0.0368

F is in the critical region

Using StatCrunch: Stat Calculators F


F/2 = F0.025 = 1.891
Initial Conclusion: Since F is in the critical region, reject H0

Initial Conclusion: Since P-value is less than (0.05), reject H0

Final Conclusion: We reject the claim that the weights of the pre-1964
and post-1964 quarters have the same standard deviation
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Final Conclusion: We reject the claim that the weights of the pre-1964
and post-1964 quarters have the same standard deviation
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