Pengujian Hipotesis untuk

Satu dan Dua Varians Populasi

 Pengujian Hipotesis untuk Varians

Pengujian Hipotesis
untuk Varians

Satu Populasi Dua Populasi

Chi-Square test statistic F test statistic

 Satu Populasi

Pengujian Hipotesis untuk Varians

Satu Populasi
* H0: σ2 = σ02
Two tailed
HA: σ2 ≠ σ02
test
H0: σ2  σ02
Lower tail
HA: σ2 < σ02
Chi-Square test statistic test
H0: σ2 ≤ σ02
Upper tail
HA: σ2 > σ02
test
 Chi-Square Test Statistic

Pengujian Hipotesis untuk Varians

Statistik Uji:

Satu Populasi 2
2 (n  1)s
  2
σ
Chi-Square test statistic * Dimana:
2 = variabel standardized chi-square
n = jumlah sampel
s2 = varians sampel
σ2 = varians yang dihipotesiskan
Chi-Square Distribution

 The chi-square distribution is the sum of squared

standardized normal random variables such as
(z1)2+(z2)2+(z3)2 and so on.
 The chi-square distribution is based on sampling
from a normal population.
 The sampling distribution of (n - 1)s2/ 2 has a chi-
square distribution whenever a simple random sample
of size n is selected from a normal population.
 We can use the chi-square distribution to develop
interval estimates and conduct hypothesis tests
about a population variance.
Examples of Sampling Distribution of (n - 1)s2/ 2

With 2 degrees
of freedom

With 5 degrees
of freedom

With 10 degrees
of freedom

(n  1) s 2
2
0

 Distribusi chi-square tergantung dari derajat bebasnya: d.f. =

Interval Estimation of 2

2 (n  1)s 2 2
 .975    .025
2
0.025
0.025
95% of the
possible 2 values
2
2
0
2
.975 .025
 Nilai Kritis
Nilai kritis, 
2
, dapat dilihat dari tabel chi-square

Upper tail test:

H0: σ2 ≤ σ02
HA: σ2 > σ02

2

Do not reject H0 2 Reject H0


 Lower Tail or Two Tailed
Chi-square Tests

Lower tail test: Two tail test:

H0: σ2  σ02 H0: σ2 = σ02
HA: σ2 < σ02 HA: σ2 ≠ σ02

 /2
/2

2 2

Reject Do not reject Reject Do not Reject

 1-
2
H0 reject H0 2
21-/2 /2
 Contoh
 Sebuah meriam harus memiliki ketepatan menembak
dengan variasi yang minimum. Spesifikasi dari pabrik
senjata menyebutkan bahwa standar deviasi dari
ketepatan menembak meriam jenis tersebut maksimum
adalah 4 meter. Untuk menguji hal tersebut, diambil
sampel sebanyak 16 meriam dan diperoleh hasil s2 = 24
meter. Ujilah standar deviasi dari spesifikasi tersebut!
Gunakan  = 0.05
 Hipotesis:
H0: σ2 ≤ 16
HA: σ2 > 16

 Nilai kritis dari tabel chi-square :

2 = 24.9958 ( = 0.05 dan d.f. = 16 – 1 = 15)
Statistik Uji:
2
2 (n  1)s (16  1)24
  2
  22.5
σ 16

Karena 22.5 < 24.9958,  = .05

Tidak dapat menolak H0
2

Do not reject H0 2 Reject H0

= 24.9958
 Dua Populasi

Pengujian Hipotesis untuk Varians

H0: σ12 – σ22 = 0

Two tailed
* Dua Populasi
HA: σ12 – σ22 ≠ 0
test
H0: σ12 – σ22  0
Lower tail
HA: σ12 – σ22 < 0 test F test statistic
H0: σ12 – σ22 ≤ 0 Upper tail
HA: σ12 – σ22 > 0 test
 F Test untuk Perbedaan Dua Varians
Populasi

Pengujian Hipotesis untuk Varians

F test statistic :
2
s Dua Populasi
F 1
2
s 2

s12 = Variance of Sample 1 * F test statistic

n1 - 1 = numerator degrees of
s 22 =freedom
Variance of Sample 2
n2 - 1 = denominator degrees of
freedom
 The F Distribution
 The F critical value is found from the F table
 The are two appropriate degrees of freedom: numerator and
denominator
s12
F 2 where df1 = n1 – 1 ; df2 = n2 – 1
s2
 In the F table,
 numerator degrees of freedom determine the row
 denominator degrees of freedom determine the column
 Nilai Kritis
H 0 : σ1 2 – σ2 2 ≤ 0 H 0 : σ1 2 – σ2 2  0
HA: σ12 – σ22 > 0 HA: σ12 – σ22 < 0


0 F 0 F
Do not Reject H0 Reject Do not reject
reject H0 F
F1-  H0
 rejection region
 rejection region

s12 s12
F  2  F ,( v1,v 2 ) F  2  F1 ,( v1,v 2 )
s2 s2
Nilai Kritis
H 0 : σ1 2 – σ2 2 = 0
/2
HA: σ12 – σ22 ≠ 0
/2

0 F
Reject Do not Reject
reject H0F/2
F1- /2
 rejection region for a two-tailed test
is
s12
F  F1 / 2  2 atau
s2
s12
F  2  F / 2
s2
 F Test: An Example
You are a financial analyst for a brokerage firm. You want to
compare dividend yields between stocks listed on the NYSE &
NASDAQ. You collect the following data:
NYSE NASDAQ
Number 21 25
Mean 3.27 2.53
Std dev 1.30 1.16

Is there a difference in the variances between the

NYSE & NASDAQ at the  = 0.1 level?
 F Test: Example Solution
 Form the hypothesis test:
H0: σ21 – σ22 = 0 (there is no difference between variances)
HA: σ21 – σ22 ≠ 0 (there is a difference between variances)

 Find the F critical value for  = 0.1:

 Numerator:

 df1 = n1 – 1 = 21 – 1 = 20
 Denominator:
 df2 = n2 – 1 = 25 – 1 = 24

F0.05, 20, 24 = 2.03

F0.95, 20, 24 = 0.48
 F Test: Example Solution
(continued)

The test statistic is: H0: σ12 – σ22 = 0

H A : σ12 – σ22 ≠ 0
s12 1.30 2
F 2  2
 1.256
s2 1.16
/2 = 0.05 /2 = 0.05

0
 F = 1.256 is not greater than the Reject H0 Do not Reject H0
F reject H0 F/2 =2.03
critical F value of 2.327 or not 1-α/2
=0.48
less than the critical F value of
0.48, so we do not reject H0
 Conclusion: There is no evidence of a
difference in variances at  = .05