In: Statistics and Probability
An F-statistic is:
a. |
the ratio of two variances |
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b. |
a population parameter |
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c. |
the variance of the difference between means |
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d. |
a ratio of two means |
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e. |
the difference of standard deviations |
The characteristics of the F-Distribution include all but:
a. |
it is positively skewed |
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b. |
it is symmetrical much like the normal distribution |
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c. |
its value can never be negative |
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d. |
there is a family of distributions dependent upon the degrees of freedom |
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e. |
it is continuous |
Which statement about the F-distribution is correct:
a. |
it is the same as the t-distribution. |
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b. |
It is always between -1 and +1. |
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c. |
It is always between 0 and 1. |
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d. |
It increases toward infinity as the degrees of freedom increase. |
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e. |
It cannot be negative. |
Analysis of Variance is used to:
a. |
compare nominal data. |
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b. |
compare population proportions. |
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c. |
simultaneously compare several population means. |
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d. |
calculate an normal probability. |
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e. |
compute the t test. |
Q1) An F statistic is the ratio of variances. Usually a random variable which follows a F distribution can be expressed as the ratio of 2 independent chi squared distribution divided by their respective degrees of freedom. The F statistic plays important role in testing significance of regression. In this case F statistic is the ratio of restricted sum of squares under null hypothesis and unrestricted sum of squares also called SSE ( Error sum of squares ) divided by their respective degrees of freedom.
Q2) F distribution is not symmetric like normal distribution since the skewness depends on the degrees of freedom of the F distribution. Since it is the ratio of 2 independent chi square distribution its value is always positive. The family of distributions depend on the degrees of freedom of the distribution. F distribution is continuous.
Q3) The F distribution cannot take any negative value since it is the ratio of 2 independent chi square distribution and chi square distribution is the sum of square of standard normal random variables so positive. The range of F distribution is from 0 to infinity and it is independent of the values of degrees of freedom. The range of t distribution is from minus infinity to plus infinity. So option e is correct
Q4) Analysis of variance is used to compare simultaneously several population means. Consider the model
i =1 ,2,3, 4. j= 1,2,..., n
where are iid N(0,1) random variables.
Then to test H0 : is done using Analysis of Variance.