O złej radzie dotyczącej testu F Snedecora
A wrong advice concerning the test F Snedecor
Author(s): Antoni DrapellaSubject(s): Economy
Published by: Główny Urząd Statystyczny
Keywords: the F distribution; the chi-square distribution; the Snedecor test; the Monte Carlo method
Summary/Abstract: Readers of some domestic statistical textbooks and Internet publications related to F test are advised to accomplish the following test scheme: After having sample variances calculated use quotient of greater to smaller of them as the test statistics. Then take 1– α quantile of the F distribution as the critical value. This paper identifies this advice to be wrong and gives reason for it: test statistics in question definitely does not follow the F distribution. So, derivation of the proper test statistics named WF as well as the method of calculating WF' s cumulative distribution function is given. Analytical considerations are confirmed by two Monte Carlo experiments. These show that following the advice one makes first type error two times greater than wanted.
Journal: Wiadomości Statystyczne. The Polish Statistician
- Issue Year: 61/2016
- Issue No: 03
- Page Range: 61-67
- Page Count: 7
- Language: Polish