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Statistics



                      Notes         For this calculation, the numerator degrees of freedom v  are 12 – 1 or 11; and the denominator
                                                                                  1
                                    degrees of freedom v  are 7 – 1 or 6.
                                                     2
                                    When you are trying to find the cumulative probability associated with an f statistic, you need
                                    to know v  and v . This point is illustrated in the next example.
                                            1     2

                                           Example 2: Find the cumulative probability associated with each of the f statistics from
                                    Example 1, above.
                                    Solution: To solve this problem, we need to find the degrees of freedom for each sample. Then,
                                    we will use the F Distribution Calculator to find the probabilities.
                                        The degrees of freedom for the sample of women is equal to n – 1 = 7 – 1 = 6.

                                        The degrees of freedom for the sample of men is equal to n – 1 = 12 – 1 = 11.
                                    Therefore, when the women’s data appear in the numerator, the numerator degrees of freedom
                                    v  is equal to 6; and the denominator degrees of freedom v  is equal to 11. And, based on the
                                     1                                              2
                                    computations shown in the previous  example, the f statistic is equal to 1.68. We plug these
                                    values into the F Distribution Calculator and find that the cumulative probability is 0.78.
                                    On the other hand, when the men’s data appear in the numerator, the numerator degrees of
                                    freedom v  is equal to 11; and the denominator degrees of freedom v  is equal to 6. And, based
                                            1                                               2
                                    on the computations shown in the previous example, the f statistic is equal to 0.595. We plug
                                    these values into the F Distribution Calculator and find that the cumulative probability is 0.22.

                                                                      Figure  28.3



















                                    28.2 Summary


                                        Let there  be  two independent  random  samples  of  sizes  n  and  n   from two  normal
                                                                                          1      2
                                                                                                   1            2
                                                                                               2
                                                                 2
                                                                        2
                                         populations with variances  s  and  s   respectively. Further,  let  s =  å (X -  X  )
                                                                 1     2                       1          1i  1
                                                                                                  n - 1
                                                                                                   1
                                                  1            2
                                              2
                                         and  s =    å (X -  X  )  be the variances of the first sample and the second samples
                                              2          2i  2
                                                 n -  1
                                                  2
                                         respectively. Then F - statistic is defined as the ratio of two   c 2  - variates. Thus, we can
                                         write
                                                                c n 2 1 1-  ( 1  1 s 2  s 1 2
                                                                       n -
                                                                           ) 1
                                                                              ( 1
                                                                n - 1    s 2  / n -  ) 1  s 2
                                                            F =  1  =     1         =  1
                                                                c 2 n 2 1-  (n - 1 s 2  ( / n -  ) 1  s 2 2
                                                                        2
                                                                           ) 2
                                                                n - 1    s 2    2     s 2 2
                                                                 2        2
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