# 9.11: Chapter 12 Review

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- 51860

## 12.1 Test of Two Variances

The \(F\) test for the equality of two variances rests heavily on the assumption of normal distributions. The test is unreliable if this assumption is not met. If both distributions are normal, then the ratio of the two sample variances is distributed as an \(F\) statistic, with numerator and denominator degrees of freedom that are one less than the samples sizes of the corresponding two groups. A **test of two variances** hypothesis test determines if two variances are the same. The distribution for the hypothesis test is the \(F\) distribution with two different degrees of freedom.

Assumptions:

- The populations from which the two samples are drawn are normally distributed.
- The two populations are independent of each other.

## 12.2 One-Way ANOVA

Analysis of variance extends the comparison of two groups to several, each a level of a categorical variable (factor). Samples from each group are independent, and must be randomly selected from normal populations with equal variances. We test the null hypothesis of equal means of the response in every group versus the alternative hypothesis of one or more group means being different from the others. A one-way ANOVA hypothesis test determines if several population means are equal. The distribution for the test is the Fdistribution with two different degrees of freedom.

Assumptions:

- Each population from which a sample is taken is assumed to be normal.
- All samples are randomly selected and independent.
- The populations are assumed to have equal standard deviations (or variances).

## 12.3 The \(\bf F\)** Distribution and the **\(\bf F\)**-Ratio**

Analysis of variance compares the means of a response variable for several groups. ANOVA compares the variation within each group to the variation of the mean of each group. The ratio of these two is the \(F\) statistic from an \(F\) distribution with (number of groups – 1) as the numerator degrees of freedom and (number of observations – number of groups) as the denominator degrees of freedom. These statistics are summarized in the ANOVA table.

## 12.4 Facts About the \(\bf F\)** Distribution**

The graph of the \(F\) distribution is always positive and skewed right, though the shape can be mounded or exponential depending on the combination of numerator and denominator degrees of freedom. The \(F\) statistic is the ratio of a measure of the variation in the group means to a similar measure of the variation within the groups. If the null hypothesis is correct, then the numerator should be small compared to the denominator. A small \(F\) statistic will result, and the area under the \(F\) curve to the right will be large, representing a large \(p\)-value. When the null hypothesis of equal group means is incorrect, then the numerator should be large compared to the denominator, giving a large \(F\) statistic and a small area (small \(p\)-value) to the right of the statistic under the \(F\) curve.

When the data have unequal group sizes (unbalanced data), then techniques from Figure \(\PageIndex{3}\) need to be used for hand calculations. In the case of balanced data (the groups are the same size) however, simplified calculations based on group means and variances may be used. In practice, of course, software is usually employed in the analysis. As in any analysis, graphs of various sorts should be used in conjunction with numerical techniques. Always look at your data!