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eyn · 2024年09月04日

F分布

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).

我记得之前说F分布只有右边的拒绝域,所以这里不用0.05/2? 还是我记错了?

1 个答案
已采纳答案

袁园_品职助教 · 2024年09月05日

嗨,从没放弃的小努力你好:


F分布是有两个拒绝域的,这里也要除以2的,所以查的是第二章表右侧拒绝域为2.5%。两边加起来是5%。

画出来是这样的

老师说只看一遍是因为F值算出来一般是和右边的那个critical value比就可以确定接受或拒绝了,左边我们是不用的,一般也不会给,因为特别小,而F都是大除以小,不可能到左边的拒绝域里。

所以右边查表需要/2.

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