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I am studying about F ratio and how, as a random variable, it follows F Distribution. So let me explain what confuses me.

This is what the theory says -- We draw two random samples $sample_x$ and $sample_y$ from two different Normally distributed populations with equal variance $\sigma^2$. Let the sample variances of these samples be $s^2_x$ and $s^2_y$ respectively. The fixed sample sizes for $sample_x$ is $n_x$ and the sample size for $sample_y$ is $n_y$. Then if we form the random variable $\frac{\sigma^2_x}{\sigma^2_y}$ , such that the greater variance (whichever is the greater variance in that sample pair) must appear appear as the numerator. This is what I am not able to understand.

If it's a random variable for the sampling distribution for that ratio -- it means , if we draw a random sample pair (x,y) with fixed sizes $n_x$ and $n_y$ many many times from their respective parent populations (say we do it 1000 times e.g.), we will get 1000 pairs of variances i.e. ($s^2_x$,$s^2_y$). Now if we have to draw a histogram for F distribution , we have to calculate 1000 numbers (ratios) out of each of the 1000 variance pairs ($s^2_x$,$s^2_y$). And the theory says that the greater variance has to appear as numerator in the ratio. Now how can it be fixed? Across all the 1000 pairs it may change, in some of the pairs the sample x (the first) may have higher variance, and in some of these the sample y (the second) can have the greater variance. If we have to have a common fixed formula for the random variable (supposedly $\frac{\sigma^2_x}{\sigma^2_y}$ ), how can it change from pair to pair? It has to remain fixed for all the 1000 instances. This is my dilemma.

Can you try to explain?

Thanks, Dhiraj

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It is not true that "the greater variance must appear as the numerator". Choose one of the populations to act as the numerator and the other to act as the denominator, no matter what the sample variances are.

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  • $\begingroup$ thanks, this is what I meant. But many sources seem to be stressing on putting 'greater variance as the numerator'. Check this for example, this guy in the video says that at 2:56 in the video youtube.com/watch?v=7rGAh_XDvY8 $\endgroup$ – Dhiraj Mar 12 '17 at 8:57
  • $\begingroup$ I read your question to be about generating a distribution of F-ratios given the null model (equal population variances). The video link which you posted is about performing an F-test - and I agree with the video that, in the example presented, the larger sample variance should be the numerator. $\endgroup$ – Groovy_Worm Mar 12 '17 at 9:10

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