A wrong advice concerning the test F Snedecor Cover Image

O złej radzie dotyczącej testu F Snedecora
A wrong advice concerning the test F Snedecor

Author(s): Antoni Drapella
Subject(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.

  • Issue Year: 61/2016
  • Issue No: 03
  • Page Range: 61-67
  • Page Count: 7
  • Language: Polish
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