11. Hypothesis Tests Concerning a Single Variance
j. identify the appropriate test statistic and interpret the results for a hypothesis test concerning 1) the variance of a normally distributed population, and 2) the equality of the variances of two normally distributed populations based on two independent random samples;
How would you express a null and alternative hypothesis if you wanted to test whether the variation from a single population is statistically equal to some hypothesized value? \(H_0: \sigma^2 = \sigma_0^2\) versus \(H_1: \sigma^2 \neq \sigma_0^2\)
How does a chi-square graph differ from a z-graph or t-graph? The chi-square graph is positively skewed and truncated at zero (not defined for negative values).
How is the chi-square statistic defined in math notation? \(X^2\)
What is the formula for the test-statistic for chi-square with n - 1
degrees of freedom?
\(X^2 = \frac{(n - 1)s^2}{\sigma_0^2}\)
Does the chi-square probability table look more like a z-square or t-square table? Why? What is the title of the table? It’s more like a t-square table because it uses degrees of freedom. The title is “Probability in the right tail”
Unlike the t-test, the chi-square test is sensitive to violations of its assumptions. What are some of the ways a chi-square test can be faulty? If a sample is not actually random, or if it does not come from a normally distributed population, inferences based on a chi-square test are likely to be faulty.
Source:
CFA
Graph:
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