F-Density Function-ECO6416

# F-Density Function-ECO6416 - the F-Table which contains the...

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F-Density Function The F-distribution is the distribution of the ratio of two independent sampling (of size of n 1 , and n 2 , respectively) estimates of variance from standard normal distributions. It is also formed by the ratio of two independent chi-square variables divided by their respective independent degrees of freedom. Its main applications are in testing equality of two independent population variances based on two independent random samples, ANOVA , and regression analysis . By now, you should have noticed that while every Statistical Table collected at the end of your textbook, provides the critical values for the right-tail as well as the left-tail probabilities, except
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Unformatted text preview: the F-Table, which contains the critical values for the right-tail probabilities only. However, one might use the following nice property of F-distribution that: F ν 1, ν 2, 1- α = 1 / F ν 2, ν 1, α to obtain the critical values for the left-tail probabilities. Here is a numerical example: F 2, 3, 0.9 = 1 / F 3, 2, 0.1 = 1 / 9.16 = 0.109 You need both tails probabilities for test of hypothesis and construction of confidence interval for the ratio of two independent populations' variances. You might like to use F-Density Function to obtain its P-values....
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## This note was uploaded on 10/04/2011 for the course ECO 6416 taught by Professor Staff during the Spring '08 term at University of Central Florida.

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