# Tagged Questions

124 views

### Is it possible to combine the F-test and t-test to test for differences in both the variance and the mean?

I would like to test $H_{0} :$ $\mu_{1} = \mu_{2}, \ \sigma_{1}^{2} = \sigma_{2}^{2}$ vs $H_{0} :$ $\mu_{1} \neq \mu_{2}, \ \sigma_{1}^{2} \neq \sigma_{2}^{2}$Is there a test statistic that would ...
40 views

### Testing equality of variances without the data, just from the variances and the mean [duplicate]

Assume I have a physical system in which I am sampling data from either a binomial distribution with a $p$ of 0.5, or from an alternation between a $p$ of 0.25 and 0.75. But the result is such that in ...
53 views

### Is there anything similar to Central Limit Theorem for Variance for Hypothesis Testing?

Central Limit Theorem says, "given certain conditions, the arithmetic mean of a sufficiently large number of iterates of independent random variables, each with a well-defined expected value and ...
49 views

### Test for equality of relative variances amongst multiple samples

The data I have can be summarized with the following dummy values. A first type of populations are sampled, producing the following values: ...
40 views

### How to understand the variance in this setting?

All - I have a dataset originated from a practical setting, but it is not clear to me how to interpret it. Let me try to frame the setting and see if it makes sense: A manufacturer produces a type ...
291 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 ...
71 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 ...
421 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 ...
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### 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?
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### 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 ...
357 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 ...
1k 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, ...
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### 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 ...
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### 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 ...
243 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 ...
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### 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 ...
540 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 ...
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### Why does a paired t-test (when appropriate) 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 ...
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### 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 ...