Inferences concerning two variances, Inferences concerning two variances ,18-48 – HP 50g Graphing Calculator User Manual

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Page 18-48

The test criteria are the same as in hypothesis testing of means, namely,

Θ Reject H

o

if P-value <

α

Θ Do not reject H

o

if P-value >

α.

Please notice that this procedure is valid only if the population from which the
sample was taken is a Normal population.

Example 1 -- Consider the case in which

σ

o

2

= 25,

α=0.05, n = 25, and s

2

=

20, and the sample was drawn from a normal population. To test the
hypothesis, H

o

:

σ

2

=

σ

o

2

, against H

1

:

σ

2

<

σ

o

2

, we first calculate

With

ν = n - 1 = 25 - 1 = 24 degrees of freedom, we calculate the P-value as,

P-value = P(

χ

2

<

19.2) = 1-UTPC(24,19.2) = 0.2587…

Since, 0.2587… > 0.05, i.e., P-value >

α, we cannot reject the null hypothesis,

H

o

:

σ

2

=25(=

σ

o

2

).

Inferences concerning two variances

The null hypothesis to be tested is , H

o

:

σ

1

2

=

σ

2

2

, at a level of confidence (1-

α)100%, or significance level α, using two samples of sizes, n

1

and n

2

, and

variances s

1

2

and s

2

2

. The test statistic to be used is an F test statistic defined

as

where s

N

2

and s

D

2

represent the numerator and denominator of the F statistic,

respectively. Selection of the numerator and denominator depends on the
alternative hypothesis being tested, as shown below. The corresponding F
distribution has degrees of freedom,

ν

N

= n

N

-1, and

ν

D

= n

D

-1, where n

N

and

n

D

, are the sample sizes corresponding to the variances s

N

2

and s

D

2

,

respectively.

2

2

D

N

o

s

s

F

=

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