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Distributions
Questions
What is the chi-square distribution?
How is it related to the Normal?
How is the chi-square distribution
related to the sampling distribution of
the variance?
Test a population value of the variance;
put confidence intervals around a
population value.
Questions
How is the F distribution related the
Normal? To Chi-square?
Distributions
There are many theoretical
distributions, both continuous and
discrete. Howell calls these test
statistics
We use 4 test statistics a lot: z (unit
normal), t, chi-square ( ), and F.
Z and t are closely related to the
sampling distribution of means; chi-
square and F are closely related to the
sampling distribution of variances.
2
_
Chi-square Distribution (1)
o
) (
;
) (
=
=
X
z
SD
X X
z
2
2
2
) (
o
=
X
z
z score
z score squared
2
) 1 (
2
_ = z
Make it Greek
What would its sampling distribution look like?
Minimum value is zero.
Maximum value is infinite.
Most values are between zero and 1;
most around zero.
Chi-square (2)
What if we took 2 values of z
2
at random and added them?
2
2
2
2
2
2
2
1
2
1
) (
;
) (
o
o
=
=
X
z
X
z
2
2
2
1
2
2
2
2
2
1
2
) 2 (
) ( ) (
z z
X X
+ =
=
o
o
_
Chi-square is the distribution of a sum of squares.
Each squared deviation is taken from the unit normal:
N(0,1). The shape of the chi-square distribution
depends on the number of squared deviates that are
added together.
Same minimum and maximum as before, but now average
should be a bit bigger.
Chi-square 3
The distribution of chi-square depends on
1 parameter, its degrees of freedom (df or
v). As df gets large, curve is less skewed,
more normal.
Chi-square (4)
The expected value of chi-square is df.
The mean of the chi-square distribution is its
degrees of freedom.
The expected variance of the distribution is
2df.
If the variance is 2df, the standard deviation must
be sqrt(2df).
There are tables of chi-square so you can find
5 or 1 percent of the distribution.
Chi-square is additive.
2
) (
2
) (
2
) (
2 1 2 1
v v v v
_ _ _ + =
+
Distribution of Sample
Variance
1
) (
2
2
N
y y
s
Sample estimate of population variance
(unbiased).
2
2
2
) 1 (
) 1 (
o
_
s N
N
=
s s
N N
s N s N
p
_
o
_
Suppose N=15 and is 10. Then df=14 and for Q=.025
the value is 26.12. For Q=.975 the value is 5.63.
95 .
63 . 5
) 10 )( 14 (
12 . 26
) 10 )( 14 (
2
=
(
s so p
| | 95 . 87 . 24 36 . 5
2
= s so p
2
s
Normality Assumption
We assume normal distributions to figure
sampling distributions and thus p levels.
Violations of normality have minor
implications for testing means, especially as
N gets large.
Violations of normality are more serious for
testing variances. Look at your data before
conducting this test. Can test for normality.
Review
You have sample 25 children from an
elementary school 5
th
grade class and
measured the height of each. You
wonder whether these children are more
variable in height than typical children.
Their variance in height is 4. Compute
a confidence interval for this variance.
If the variance of height in children in
5
th
grade nationally is 2, do you
consider this sample ordinary?
The F Distribution (1)
The F distribution is the ratio of two
variance estimates:
Also the ratio of two chi-squares, each
divided by its degrees of freedom:
2
2
2
1
2
2
2
1
.
.
o
o
est
est
s
s
F = =
2
2
(
1
2
) (
/ )
/
2
1
v
v
F
v
v
_
_
=
In our applications, v
2
will be larger
than v
1
and v
2
will be larger than 2.
In such a case, the mean of the F
distribution (expected value) is
v
2
/(v
2
-2).
F Distribution (2)
F depends on two parameters: v
1
and
v
2
(df
1
and df
2
). The shape of F
changes with these. Range is 0 to
infinity. Shaped a bit like chi-square.
F tables show critical values for df in
the numerator and df in the
denominator.
F tables are 1-tailed; can figure 2-tailed
if you need to (but you usually dont).
F table critical values
Numerator df: df
B
df
W
1 2 3 4 5
5 5%
1%
6.61
16.3
5.79
13.3
5.41
12.1
5.19
11.4
5.05
11.0
10 5%
1%
4.96
10.0
4.10
7.56
3.71
6.55
3.48
5.99
3.33
5.64
12 5%
1%
4.75
9.33
3.89
6.94
3.49
5.95
3.26
5.41
3.11
5.06
14 5%
1%
4.60
8.86
3.74
6.51
3.34
5.56
3.11
5.04
2.96
4.70
e.g. critical value of F at alpha=.05 with 3 & 12 df =3.49
Testing Hypotheses about 2
Variances
Suppose
Note 1-tailed.
We find
Then df
1
=df
2
= 15, and
2
2
2
1 1
2
2
2
1 0
: ; : o o o o > s H H
7 . 1 ; 16 ; 8 . 5 ; 16
2
2 2
2
1 1
= = = = s N s N
41 . 3
7 . 1
8 . 5
2
2
2
1
= = =
s
s
F
Going to the F table with 15
and 15 df, we find that for alpha
= .05 (1-tailed), the critical
value is 2.40. Therefore the
result is significant.
A Look Ahead
The F distribution is used in many
statistical tests
Test for equality of variances.
Tests for differences in means in ANOVA.
Tests for regression models (slopes
relating one continuous variable to another
like SAT and GPA).
Relations among Distributions
the Children of the Normal
Chi-square is drawn from the normal.
N(0,1) deviates squared and summed.
F is the ratio of two chi-squares, each
divided by its df. A chi-square divided
by its df is a variance estimate, that is,
a sum of squares divided by degrees of
freedom.
F = t
2
. If you square t, you get an F
with 1 df in the numerator.
) , 1 (
2
) ( v v
F t =
Review
How is F related to the Normal? To
chi-square?
Suppose we have 2 samples and we
want to know whether they were drawn
from populations where the variances
are equal. Sample1: N=50, s
2
=25;
Sample 2: N=60, s
2
=30. How can we
test? What is the best conclusion for
these data?