🙅🏼‍♂️ F Test

Test of Variability

  • In agricultural experiments the performance of a treatment is assessed not only by its mean but also by its variability. Hence, it is of interest to us to compare the variability of two populations.
  • In testing of hypothesis, the equality of variances, the greater variance is always placed in the numerator and smaller variance is placed in the denominator.
  • F-test is used to test the equality of two population variances, equality of several regression coefficients, ANOVA.
  • ‘F’ test can be used for testing the significance of several differences.
  • F-test was discovered by G.W. Snedecor.
  • The range of F is 0 to ∞.

Process

  • Let x1, x2, ……, xn1 and y1, y2,……. , yn2 be the two independent random samples of sizes n1 and n1 drawn from two normal populations N(Îź1, σ12) and N(Îź2, σ22) respectively. S12 and S22 are the sample variances of the two samples.
  • Null hypothesis H0: σ12 = σ22
  • Under H0, the test statistic becomes
  • Where, S12 > S22 (remember V shape)
  • Which follows F-distribution with (n1 - 1, n2- 1) d.f.
  • If calculated value of F < table value of F with (n2-1, n1-1) d.f. at specified level of significance, then the null hypothesis is accepted and hence we conclude that the variances of the populations are homogeneous otherwise heterogeneous.

Example

  • The heights in meters of red gram plants with two types of irrigation in two fields are as follows:
  • Test whether the variances of the two system of irrigation are homogeneous.

Solution:

  • H0: The variances of the two systems of irrigation are homogeneous.
  • i.e. σ12 = σ22
  • Under H0, the test statistic becomes
  • Where, S12 > S22
  • F calculated value = 1.78
  • Table value of F0.05 for (n1 - 1, n2 - 1) d.f. = 3.23
  • Calculated value of F < Table value of at 5% level of significance, H0 is accepted and hence we conclude that the variances of the two systems of irrigation are homogeneous.

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