Suppose you have a random sample of observations from
and
observations from
Also suppose $S_1^2 = 244.8387,
S_2^2 = 370.9807,
F = S_1^2/S_2^2 = 0.659977.$ We know (because we simulated the data) that
so that we hope
not to reject
in favor of
[Computations use R statistical software.]
y1 = rnorm(30, 100, 15); v1 = var(y1)
y2 = rnorm(40, 200, 15); v2 = var(y2)
f = v1/v2
v1; v2; f
[1] 244.8387 # 1st sample variance
[1] 370.9807 # 2nd
[1] 0.659977 # F-ratio
The critical values of a test at level 5% are 0.492 and 1.962, cutting 2.5%
of the probability from the left and right tails, respectively, of Because
we do not reject
qf(c(.025,.975), 29, 39) # 'qf' is an F quantile function
[1] 0.4919648 1.9618689
The density of the observed value of
(solid black) and the
critical values (broken red) are shown below.
You can find the upper critical value in many printed F-distribution tables. However, to save space these printed tables typically do not show lower critical values (corresponding to quantiles below 0.5).
I believe that your second statement of critical values is incorrect, and guess it is based on an attempt to show how to find the lower critical values from printed tables.
By reversing the degrees of freedom, cutting from the upper tail,
and taking the reciprocal, you can find the lower critical value.
In R the procedure for finding quantile 0.025 of
can be
illustrated as follows:
qf(.975, 39, 29); 1/qf(.975, 39, 29); qf(.025, 29, 39)
[1] 2.032666 # available in many printed tables
[1] 0.4919648 # reciprocal of above
[1] 0.4919648 # available directly in R, but not printed tables
Your second expression reverses the degrees of freedom but doesn't get
the rest correct. Part of the difficulty may be that printed tables
and books that rely on them use notation such as
to represent quantile 0.975 of
mentioning the
percentage above in the right tail instead of the percentage below
(as used for CDFs and quantiles). [One can only hope this '(upper) percentage
point' notation falls into richly deserved disuse as we rely increasingly
on software instead of printed tables.]
Addendum F-test in R:
F test to compare two variances
data: y1 and y2
F = 0.65998, num df = 29, denom df = 39, p-value = 0.2475
alternative hypothesis: true ratio of variances is not equal to 1
95 percent confidence interval:
0.3364022 1.3415128
sample estimates:
ratio of variances
0.659977
Answer from BruceET on Stack ExchangeVideos
If I have a significance level of alpha = 0.05, do I use 0.05 as the the alpha when choosing the critical value or alpha/2 since the test is double sided? Most sources I look at says that I should use 0.05 since the F-distribution is one sided, but how could that be? Is not the fact that it is either two or one sided completly neglected in that case?