Lecture3_Part6

Lecture3_Part6 - SUNY at Albany - Department of Economics F...

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Unformatted text preview: SUNY at Albany - Department of Economics F Distribution Eco 320 Economic Statistics SUNY at Albany - Department of Economics Eco 320 Economic Statistics F-Distribution 0.0 0.5 1.0 1.5 2.0 2.5 3.0 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 F (1, 1) F (2, 2) SUNY at Albany - Department of Economics Eco 320 Economic Statistics F-Distribution 0.0 0.2 0.4 0.6 0.8 1.0 1.2 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 F (2, 10) F (10, 2) SUNY at Albany - Department of Economics Eco 320 Economic Statistics F-Distribution 0.0 0.2 0.4 0.6 0.8 1.0 1.2 1.4 1.6 0.0 1.0 2.0 3.0 4.0 5.0 6.0 7.0 F (2, 2) F (10, 2) F (50, 50) 1. F Distribution A. Let ? 1 , ? 2 , , ? be a random sample of size m from a normal distribution X~N( , 2 ) , and let ? 1 , ? 2 , , ? be a random sample of size n from a normal distribution Y~N( , 2 ) . Assume that these two samples are independent. We want to find out whether 2 = 2 . B. Since we cannot directly observe the two population variances, we use their sample estimator 2 = ( ) 1 and 2 = ( ) 1 C. Statistical theory shows that if...
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Lecture3_Part6 - SUNY at Albany - Department of Economics F...

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