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Olivia.W🌸 · 2024年03月16日

variance hypothesis testing(2 independent normally distribution)

NO.PZ2022123001000126

问题如下:


The samples are drawn independently and both populations are assumed to be normally distributed Using the above data, an analyst is trying to test the null hypothesis that the population variances are equal (H0: σ12=σ22) against the alternative hypothesis that the variances are not equal (Ha: σ12σ22) at the 5% level of significance. The table of the F-distribution is provided below.



Which of the following statements is most appropriate? The critical value is:

选项:

A.

6.39 and reject the null.

B.

9.60 and do not reject the null

C.

7.15and do not reject the null

解释:

B is correct. The test statistic makes use of the F-distribution and is the ratio of the variances, with the larger variance in the numerator. The test statistic is F = S22/ S12 = 28/4 = 7. The degrees of freedom are 4 by 4. As it is a two-tailed test, the correct critical value at a=5% is 9.60(Panel B). As the test statistic is less than the critical value(i.e.,7<9.60), the null hypothesis cannot be rejected.

A is incorrect. It uses 4 by 4 degrees of freedom and does not divide the given alpha by two as is appropriate for a two-tailed test.

C is incorrect. It uses the 5 by 5 critical value (i.e.,5 degrees of freedom) rather than correctly using the 4 by 4 value (i.e,4 degrees of freedom).



1.为什么不是S1/S2呢?

2.找critical value为什么看panel B而不是Panel a?


2 个答案

品职助教_七七 · 2024年03月20日

嗨,爱思考的PZer你好:


1)答案是S1的平方/S2的平方

2)根据题干中的备择假设可判断为双尾检验。

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加油吧,让我们一起遇见更好的自己!

品职助教_七七 · 2024年03月18日

嗨,爱思考的PZer你好:


1)表格公式已列明:F统计量的公式为 S1的平方/S2的平方。

2)本题为双尾检验,significance level意味着单侧尾部面积为5%/2=2.5%。故要看单尾面积为0.025的panel B.

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

Olivia.W🌸 · 2024年03月19日

答案是S2/S1呀

Olivia.W🌸 · 2024年03月19日

怎么判断是双尾?