Quantitative Techniques

Dr. Astha Singh

Physics Department
Shri JJT University
Email: dr.astha@jjtu.ac.in
 Outlines
 Parametric Tests :
 T- test
 Z- test
 F- test
 Non-Parametric Test :
 Chi-square test

 Reference : Fundamentals of Mathematical

Statistics – S. C. Gupta & V. K. Kapoor
 Important Keywords
• Hypothesis
• Hypothesis tests
• Population
• Sample
• Normal Distribution
• Variance
• Standard Deviation
Mean, Median, Mode
For testing a hypothesis, we have to formulate a assumption:
 (α) { 1%, 5%, 10%}
( Z test, T test, F test, etc.)
Probability value above which we reject the hypothesis. For 1%,
researcher want to sure 99% his hypothesis is correct.
The no. of independent ways by which a dynamic system can move,
without violating any constraint imposed on it.
Parameter of Population is given Parameter of Population is not given
Mean, Median, Mode, S. D. etc.
PARAMETRIC TESTS :
 T- test
 Z- test
 F- test
 ANOVA
T-Test or Student’s T-test
“Student” was W. S. Gossett. He published his
test anonymously as ‘Student’ because he was
working for the brewer’s Guinness and had to
keep the fact they were suing statistics a secret.

Degrees of Freedom = n - 1
Question
Z-Test
 F-Test

Σ 𝑥 − 𝑥 2
𝑤ℎ𝑒𝑟𝑒 𝑠 2 =
𝑛−1
F-Test
 F-Distribution
Properties of the F-distribution continued:
2. F-distributions are positively skewed.
3. The total area under each curve of an F-distribution is
equal to 1.
4. F-values are always greater than or equal to 0.
5. For all F-distributions, the mean value of F is
approximately equal to 1.

d.f.N = 1 and d.f.D = 8

d.f.N = 8 and d.f.D = 26
d.f.N = 16 and d.f.D = 7
d.f.N = 3 and d.f.D = 11

F
1 2 3 4

Larson & Farber, Elementary Statistics: Picturing the World, 3e 38

Critical Values for the F-Distribution
Finding Critical Values for the F-Distribution
1. Specify the level of significance .
2. Determine the degrees of freedom for the numerator, d.f.N.
3. Determine the degrees of freedom for the denominator, d.f.D.
4. Use Table 7 in Appendix B to find the critical value. If the
hypothesis test is
a. one-tailed, use the  F-table.
1
b. two-tailed, use the 2 F-table.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 39

Critical Values for the F-Distribution
Example:
Find the critical F-value for a right-tailed test when
 = 0.05, d.f.N = 5 and d.f.D = 28.
Appendix B: Table 7: F-Distribution
d.f.D: Degrees  = 0.05
of freedom, d.f.N: Degrees of freedom, numerator
denominator 1 2 3 4 5 6
1 161.4 199.5 215.7 224.6 230.2 234.0
2 18.51 19.00 19.16 19.25 19.30 19.33

27 4.21 3.35 2.96 2.73 2.57 2.46

28 4.20 3.34 2.95 2.71 2.56 2.45
29 4.18 3.33 2.93 2.70 2.55 2.43

The critical value is F0 = 2.56.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 40

Critical Values for the F-Distribution
Example:
Find the critical F-value for a two-tailed 1 1
 = 2 (0.10) = 0.05
test when  = 0.10, d.f.N = 4 and d.f.D = 6. 2

Appendix B: Table 7: F-Distribution

d.f.D: Degrees  = 0.05
of freedom, d.f.N: Degrees of freedom, numerator
denominator 1 2 3 4 5 6
1 161.4 199.5 215.7 224.6 230.2 234.0
2 18.51 19.00 19.16 19.25 19.30 19.33
3 10.13 9.55 9.28 9.12 9.01 8.94
4 7.71 6.94 6.59 6.39 6.26 6.16
5 6.61 5.79 5.41 5.19 5.05 4.95
6 5.99 5.14 4.76 4.53 4.39 4.28
7 5.59 4.74 4.35 4.12 3.97 3.87

The critical value is F0 = 4.53.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 41
Two-Sample F-Test for Variances
Two-Sample F-Test for Variances
A two-sample F-test is used to compare two population
variances σ 12 and σ 22 when a sample is randomly selected
from each population. The populations must be
independent and normally distributed. The test statistic is
s12
F  2
s2
where s12 and s 22 represent the sample variances with
s12  s 22. The degrees of freedom for the numerator is
d.f.N = n1 – 1 and the degrees of freedom for the
denominator is d.f.D = n2 – 1, where n1 is the size of the
sample having variance s12 and n2 is the size of the sample
having variance s 22.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 42
Two-Sample F-Test for Variances
Using a Two-Sample F-Test to Compare σ 12 and σ 22
In Words In Symbols
1. Identify the claim. State the State H0 and Ha.
null and alternative hypotheses.

2. Specify the level of significance. Identify .

3. Identify the degrees of freedom. d.f.N = n1 – 1

d.f.D = n2 – 1

4. Determine the critical value. Use Table 7 in

Appendix B.

Continued.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 43
Two-Sample F-Test for Variances
Using a Two-Sample F-Test to Compare σ 12 and σ 22
In Words In Symbols
5. Determine the rejection region.
6. Calculate the test statistic. s12
F  2
s2
7. Make a decision to reject or fail If F is in the
to reject the null hypothesis. rejection region,
reject H0.
Otherwise, fail to
8. Interpret the decision in the reject H0.
context of the original claim.

Larson & Farber, Elementary Statistics: Picturing the World, 3e 44

 Two-Sample F-Test
Example:
A travel agency’s marketing brochure indicates that the
standard deviations of hotel room rates for two cities are
the same. A random sample of 13 hotel room rates in one
city has a standard deviation of $27.50 and a random
sample of 16 hotel room rates in the other city has a
standard deviation of $29.75. Can you reject the agency’s
claim at  = 0.01?

Because 29.75 > 27.50, s12=885.06 and s 22  756.25.

H0: σ 12  σ 22 (Claim)
Ha: σ 12  σ 22
Continued.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 45
 Two-Sample F-Test
Example continued:
1 1
This is a two-tailed test with 2 = 2( 0.01) = 0.005, d.f.N = 15
and d.f.D = 12.
The critical value is F0 = 4.72.
1
  0.005
2 The test statistic is
s12 885.06
F F  2  1.17.
1 2 3 4
F0 = 4.72 s2 756.25

Fail to reject H0.

There is not enough evidence at the 1% level to reject the
claim that the standard deviation of the hotel room rates
for the two cities are the same.
Larson & Farber, Elementary Statistics: Picturing the World, 3e 46
ANOVA
Chi-Square Test
 σ2s
χ2 = (n - 1) σ2
p