Pengujian Hipotesis Varians dan Kesamaan Varians Pertemuan 22 Matakuliah: I0134/Metode Statistika Tahun: 2007

Bina Nusantara Hypotheses – H 0 :  1 2 =  2 2 – H 1 :  1 2  2 2 Test Statistic – F = S 1 2 /S 2 2 – Two Sets of Degrees of Freedom df 1 = n 1 - 1; df 2 = n – Critical Values: F L( ) and F U( ) F L = 1/F U * (*degrees of freedom switched) Developing the F Test Reject H 0  /2 Do Not Reject F 0 FLFL FUFU n 1 -1, n 2 -1

Bina Nusantara F Test: An Example Assume you are a financial analyst for Charles Schwab. You want to compare dividend yields between stocks listed on the NYSE & NASDAQ. You collect the following data: NYSE NASDAQ Number 2125 Mean Std Dev Is there a difference in the variances between the NYSE & NASDAQ at the  0.05 level? © T/Maker Co.

Bina Nusantara F Test: Example Solution Finding the Critical Values for  =.05 –

Bina Nusantara F Test: Example Solution H 0 :  1 2 =  2 2 H 1 :  1 2   2 2  .05 df 1  20 df 2  24 Critical Value(s): Test Statistic: Decision: Conclusion: Do not reject at  = F Reject There is insufficient evidence to prove a difference in variances.

Bina Nusantara F Test in PHStat PHStat | Two-Sample Tests | F Test for Differences in Two Variances Example in Excel Spreadsheet

Bina Nusantara F Test: One-Tail H 0 :  1 2   2 2 H 1 :  1 2  2 2 H 0 :  1 2   2 2 H 1 :  1 2 >  2 2 Reject .05 F 0 F 0 Reject .05  =.05 or Degrees of freedom switched