Question

In: Statistics and Probability

2. A least squares adjustment is computed twice on a data set. When the data is...

2. A least squares adjustment is computed twice on a data set. When the data is minimally constrained with 10 degrees of freedom, a variance of 1.07 is obtained. In the second run, the fully constrained network has 13 degrees of freedom with a variance of 1.56. The a priori

estimate for the reference variances in both adjustments are one; that is,

(1) What is the 95% confidence interval for the reference variance in the minimally constrained adjustment? The population variance is one. Does this interval contain one?

(2) What is the 95% confidence interval for the ratio of the two variances? Is there reason to be concerned about the consistency of the control? Statistically justify your response.

Solutions

Expert Solution

(a) Here we need to find the ratio of the variances and so it is given that

variance of 1st sample = 1.07 with n1= 11 (df = n-1 , so., 10 = n-1 so., n=11)

&

variance of 2nd sample = 1.56 with n2= 14

so., the hypothesis under test is

σ12 = σ22 = 1

And so the F test stat = σ12 / σ22  

= 1.07/1.56 =0.685897

F stat = 0.685897

Now looking at the F table to calculate the Fcritical

The numerator's df = 10 & denominator's df = 13 is given

So., Fcritical = 0.28 & 3.37

While F stat is between Fcritical values and so we can say that we cannot reject Ho

And so we can say that σ12 = σ22 = 1

(b) Now in the minimally constrained condition as well we take the population variance as 1 and check for the critical values of F stat

Since here we have found the Fcritical range from 0.28 to 3.37

and so we can say that the range includes 1 and so we cannot reject the Ho

and so here as well we can say that the population variance is 1

Hope the above answer has helped you in understanding the problem. Please upvote the ans if it has really helped you. Good Luck!!


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