F-test

ankuragrawal.nit
Finance Junkie
Posts: 64
Joined: Sun Apr 01, 2012 10:52 am

F-test

Postby ankuragrawal.nit » Mon Jan 09, 2012 4:03 pm

1.Is F-test conducted for two samples from different populations or can be conducted for two samples from same population also?

Also is it necessary that the populations must be normally distributed?

Does this normally distributed populations also include lognormally distributed populations?

2. A random variable's t-squared value with n-1 d.f. is F distributed with n-1 d.f. in numerator and denominator?

This went completely above my head. How is (2) coming?
Do we simply mug it up?

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ankuragrawal.nit
Finance Junkie
Posts: 64
Joined: Sun Apr 01, 2012 10:52 am

Re: F-test

Postby ankuragrawal.nit » Wed Jan 11, 2012 2:31 am

So the statement-
"F test is used to test whether two sample var are drawn from same population( or from population with same var) or not" is false?

ankuragrawal.nit
Finance Junkie
Posts: 64
Joined: Sun Apr 01, 2012 10:52 am

Re: F-test

Postby ankuragrawal.nit » Fri Jan 13, 2012 2:29 am

This is the first excel model that I understood to some extent except for a few "=FREQUENCY($C$2:$C$6444,H3:H25)" and "=NORMSINV(RAND())"

However it was helpful to some extent.

Is there any interpretation/conclusion that we can draw from this fact.
Any question/ problem based on this statement?

Thanks a lot!

ankuragrawal.nit
Finance Junkie
Posts: 64
Joined: Sun Apr 01, 2012 10:52 am

Re: F-test

Postby ankuragrawal.nit » Sun Jan 15, 2012 6:35 am

So these variables followed a normal disn and we have plotted the sqaure of these normal variables so hw are they squares of F-distributed variables?


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