Tagged Questions

2
votes
1answer
68 views

F test for equality of variances

I know that the test statistic is $$F=S_1^2/S_2^2 $$ But I am looking at some example questions from my lecturer and some have confused me. For example: For a certain game, individual game scores ...
4
votes
0answers
38 views

How to test whether mean and variance is the same in two small samples?

I would like to test two relatively small samples against the null hypothesis that both their means and variances are the same. The alternative would be that they in fact differ. I saw a post on this ...
4
votes
2answers
117 views

Mann-Whitney null hypothesis under unequal variance

I'm just curious about the null hypothesis of a Mann-Whitney U test. I often see it stated that the null hypothesis is that two populations have equal distributions. But I'm thinking - if I had two ...
0
votes
0answers
26 views

A test for comparing variances of two time series

Is there a test of such kind? I only knot two variances test of two independent samples, but does it apply here for two time series?
3
votes
2answers
180 views

How to quantify the effect of an independent variable on the standard deviation of the dependent variable?

My independent variable changes the variation in the dependent variable. The mean doesn't matter, just the variance. Bartlett and Levene's tests indicate a small p-value and thus significant ...
2
votes
1answer
221 views

Does variance predict skewness?

I am trying to get some ideas on how to test for an implicit relationship, if any, between variance and skewness. That is, given a very large data set (e.g 90 years of monthly returns), is there a ...
6
votes
4answers
716 views

Can I do a t test if I have little to no variance in one group?

I have 4 groups that I am comparing to a criterion. In one of my groups, all the participants answered the same on every item, i.e. there is no variance. How do I deal with that in my ANOVA? Also, ...
2
votes
2answers
265 views

Variance of a sample of random variables

I have a sample of 100 items, each associated to a random variable for which I can compute expected value and variance: $X_1, X_2, ..., X_{100}$. From these, we can define the mean ...
5
votes
1answer
5k views

Why Levene test of equality of variances rather than F ratio?

SPSS uses the Levene test to evaluate homogeneity of variances in the independent group t-test procedure. Why is the Levene test better than a simple F ratio of the ratio of the variances of the ...
0
votes
1answer
194 views

Transformation for stabilizing variance in time series

In most forecasting packages there are two transformations easily available for stabilizing variance: the square root and the logarithnic. Is there any procedure (e.g. test) that can tell the user ...
4
votes
0answers
168 views

How does number of observations supporting alternate hypothesis on a test of a variance have to scale so that null is rejected?

Informal explanation: In the course of my research I've run into the following problem: I am observing a machine that outputs random numbers. Most (if not all) of these random numbers come from the ...
4
votes
2answers
408 views

Is there a reference that legitimises the use of the unpooled z-test to compare two proportions?

The z-test to compare two proportions is $\newcommand{\p}{\hat{p}}\newcommand{\v}{\mathrm{Var}} z=\frac{\p_1-\p_2}{\sqrt{\v(\p_1-\p_2)}}$. Usually it is defined that ...
2
votes
1answer
384 views

Why does a paired t-test (when appropiate) result in better variance?

I didn't quite get the wikipedia explanation here: http://en.wikipedia.org/wiki/Paired_difference_test#Use_in_reducing_variance I agree that both the unpaired and paired means are the same...then I ...
-1
votes
1answer
1k views

How to interpret variance ratio test results?

I should do Variance Ratio Test on two vectors in R. I found the a builtin function: var.test but I don't know how to interpret its results (p-value). What result do I have to wait if these two ...
7
votes
2answers
297 views

How can I test $H_0:\sigma^2_1=\sigma^2_2$?

I have a few hundred estimates of a parameter calculated from two different models and I would like to know if these parameters have different variances. What is a straightforward test for comparing ...
16
votes
5answers
730 views

Test for finite variance?

Is it possible to test for finiteness (or existence) of the variance of a random variable given a sample? As a null, either {the variance exists and is finite} or {the variance does not exist/is ...