F distribution or variance ratio distribution, Mathematics

Frequency Distribution or Variance Ratio Distribution

This was developed by R. A Fisher in 1924 and is normally defined in terms of the ratio of the variances of two usually distributed populations. This is utilized to test the hypothesis that the two generally distributed populations have two equal variances. F distribution ratio of the variances between two generally distributed population may be expressed like:  (s12/d12)/(s22/d22)

Along with Ω-11 = n1-1 and Ω-12 = n2-1 degrees of freedom

Whereas general population means are unknown

n1 - sample size of independent random 1

n2 - sample size of independent random 2

s12 - Sample variance of 1

s22 - sample variance of 2

d12 - Population variance of 1? 

d22 - Population variance of 2

s12 and s22 are described by

s12 = (Σ(x1 - x¯1)2)/(n1 - 1) as the unbiased estimator of d12

s22 = (Σ(x2 - x¯2)2)/(n1 - 1) as the unbiased estimator of d22

if  d12  =  d22 then the statistic F = s12/s22

= larger estimate of variance/smaller estimate of variance

F - Distribution along with n1-1 and n2-1 degrees of freedom. F distribution depends on the degrees of freedom Ω-11 for the numerator and Ω-12 for the denominator. This has parameters Ω-11 and Ω-12 such that for various values of Ω-11 and Ω-12 will have various distributions.

Posted Date: 2/20/2013 6:49:31 AM | Location : United States







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