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You are on page 1of 21

**Children of the Normal
**

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

µ) (

;

) ( ÷

=

÷

=

X

z

SD

X X

z

2

2

2

) (

o

µ ÷

=

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

µ

o

µ ÷

=

÷

=

X

z

X

z

2

2

2

1

2

2

2

2

2

1

2

) 2 (

) ( ) (

z z

X X

+ =

÷

+

÷

=

o

µ

o

µ

_

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

÷

=

÷

Multiply variance estimate by N-1 to

get sum of squares. Divide by

population variance to stadnardize.

Result is a random variable distributed

as chi-square with (N-1) df.

We can use info about the sampling distribution of the

variance estimate to find confidence intervals and

conduct statistical tests.

Testing Exact Hypotheses

about a Variance

2

0

2

0

: o o = H

Test the null that the population

variance has some specific value. Pick

alpha and rejection region. Then:

2

0

2

2

) 1 (

) 1 (

o

_

s N

N

÷

=

÷

Plug hypothesized population

variance and sample variance into

equation along with sample size we

used to estimate variance. Compare

to chi-square distribution.

Example of Exact Test

Test about variance of height of people in inches. Grab 30

people at random and measure height.

55 . 4 ; 30

. 25 . 6 : ; 25 . 6 :

2

2

1

2

0

= =

< >

s N

H H o o Note: 1 tailed test on

small side. Set alpha=.01.

11 . 21

25 . 6

) 55 . 4 )( 29 (

2

29

= = _

Mean is 29, so it’s on the small

side. But for Q=.99, the value

of chi-square is 14.257.

Cannot reject null.

55 . 4 ; 30

. 25 . 6 : ; 25 . 6 :

2

2

1

2

0

= =

= =

s N

H H o o

Now chi-square with v=29 and Q=.995 is 13.121 and

also with Q=.005 the result is 52.336. N. S. either way.

Note: 2 tailed with alpha=.01.

Confidence Intervals for the

Variance

We use to estimate . It can be shown that:

2

s

2

o

95 .

) 1 ( ) 1 (

2

) 975 ;. 1 (

2

2

2

) 025 ;. 1 (

2

=

(

(

¸

(

¸

÷

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 don’t).

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?

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