Formula Review

Formula Review

12.1 Test of Two Variances

H0: σ12σ22 =δ0H0:σ12σ22=δ0
Ha: σ12σ22 ≠δ0Ha:σ12σ22≠δ0

if δ0=1 then

H0:σ12=σ22H0:σ12=σ22
Ha:σ12≠σ2Ha:σ12≠σ2

Test statistic is :

Fc=S12S22Fc=S12S22

12.3 The F Distribution and the F-Ratio

 S S between = ∑ ​ [ ( s j ) 2 n j ]− ( ∑ ​ s j ) 2 n   S S between = ∑ ​ [ ( s j ) 2 n j ]− ( ∑ ​ s j ) 2 n 

S S total = ∑ ​ x 2 − ( ∑ ​ x ) 2 n S S total = ∑ ​ x 2 − ( ∑ ​ x ) 2 n

S S within =S S total −S S between S S within =S S total −S S between

dfbetween = df(num) = k – 1

dfwithin = df(denom) = n – k

MSbetween = S S between d f between S S between d f between

MSwithin = S S within d f within S S within d f within

F = M S between M S within M S between M S within

  • k = the number of groups
  • nj = the size of the jth group
  • sj = the sum of the values in the jth group
  • n = the total number of all values (observations) combined
  • x = one value (one observation) from the data
  • s x – 2 s x – 2 = the variance of the sample means
  • s 2 pooled s 2 pooled = the mean of the sample variances (pooled variance)