This is part of probstat.

Variance estimations

Estimator 1. The first estimator for $\sigma ^{2}$ is

$Wikimedia Error * { margin: 0; padding: 0; } body { background: #fff; font: 15px/1.6 sans-serif; color: #333; } .content { margin: 7% auto 0; padding: 2em 1em 1em; max-width: 640px; display: flex; flex-direction: row; flex-wrap: wrap; } .footer { clear: both; margin-top: 14%; border-top: 1px solid #e5e5e5; background: #f9f9f9; padding: 2em 0; font-size: 0.8em; text-align: center; } img { margin: 0 2em 2em 0; } a img { border: 0; } h1 { margin-top: 1em; font-size: 1.2em; } .content-text { flex: 1; } p { margin: 0.7em 0 1em 0; } a { color: #0645ad; text-decoration: none; } a:hover { text-decoration: underline; } code { font-family: sans-serif; } summary { font-weight: bold; cursor: pointer; } details[open] { background: #970302; color: #dfdedd; } .text-muted { color: #777; } @media (prefers-color-scheme: dark) { a { color: #9e9eff; } body { background: transparent; color: #ddd; } .footer { border-top: 1px solid #444; background: #060606; } #logo { filter: invert(1) hue-rotate(180deg); } .text-muted { color: #888; } }$

Error

Too many requests (f061ab2)

{\frac {1}{m}}\sum _{i=1}^{m}\sum _{j=1}^{n}{\frac {(X_{ij}-{\bar {X}}_{i\centerdot })^{2}}{n-1}}.

This estimator is always correct. (Even when is not true.)

Estimator 2. The second estimator is calculated from the sample means. It will be correct only when is true.

Hypothesis testing

Then compute

and

$SS_{b}=n\sum _{i=1}^{m}({\bar {X}}_{i\centerdot }-{\bar {X}}_{\centerdot \centerdot })^{2}$

Recall that

$Wikimedia Error * { margin: 0; padding: 0; } body { background: #fff; font: 15px/1.6 sans-serif; color: #333; } .content { margin: 7% auto 0; padding: 2em 1em 1em; max-width: 640px; display: flex; flex-direction: row; flex-wrap: wrap; } .footer { clear: both; margin-top: 14%; border-top: 1px solid #e5e5e5; background: #f9f9f9; padding: 2em 0; font-size: 0.8em; text-align: center; } img { margin: 0 2em 2em 0; } a img { border: 0; } h1 { margin-top: 1em; font-size: 1.2em; } .content-text { flex: 1; } p { margin: 0.7em 0 1em 0; } a { color: #0645ad; text-decoration: none; } a:hover { text-decoration: underline; } code { font-family: sans-serif; } summary { font-weight: bold; cursor: pointer; } details[open] { background: #970302; color: #dfdedd; } .text-muted { color: #777; } @media (prefers-color-scheme: dark) { a { color: #9e9eff; } body { background: transparent; color: #ddd; } .footer { border-top: 1px solid #444; background: #060606; } #logo { filter: invert(1) hue-rotate(180deg); } .text-muted { color: #888; } }$

Error

Too many requests (f061ab2)

{\frac {SS_{w}}{\sigma ^{2}}}\sim \chi _{m(n-1)}^{2}

,

and

.

Also, since is independent of , $SS_{w}$ and $Wikimedia Error * { margin: 0; padding: 0; } body { background: #fff; font: 15px/1.6 sans-serif; color: #333; } .content { margin: 7% auto 0; padding: 2em 1em 1em; max-width: 640px; display: flex; flex-direction: row; flex-wrap: wrap; } .footer { clear: both; margin-top: 14%; border-top: 1px solid #e5e5e5; background: #f9f9f9; padding: 2em 0; font-size: 0.8em; text-align: center; } img { margin: 0 2em 2em 0; } a img { border: 0; } h1 { margin-top: 1em; font-size: 1.2em; } .content-text { flex: 1; } p { margin: 0.7em 0 1em 0; } a { color: #0645ad; text-decoration: none; } a:hover { text-decoration: underline; } code { font-family: sans-serif; } summary { font-weight: bold; cursor: pointer; } details[open] { background: #970302; color: #dfdedd; } .text-muted { color: #777; } @media (prefers-color-scheme: dark) { a { color: #9e9eff; } body { background: transparent; color: #ddd; } .footer { border-top: 1px solid #444; background: #060606; } #logo { filter: invert(1) hue-rotate(180deg); } .text-muted { color: #888; } }$

Error

Too many requests (f061ab2)

SS_{b}

are independent. Thus, the statistic

Therefore, we can use the table for the F-distribution to test for $Wikimedia Error * { margin: 0; padding: 0; } body { background: #fff; font: 15px/1.6 sans-serif; color: #333; } .content { margin: 7% auto 0; padding: 2em 1em 1em; max-width: 640px; display: flex; flex-direction: row; flex-wrap: wrap; } .footer { clear: both; margin-top: 14%; border-top: 1px solid #e5e5e5; background: #f9f9f9; padding: 2em 0; font-size: 0.8em; text-align: center; } img { margin: 0 2em 2em 0; } a img { border: 0; } h1 { margin-top: 1em; font-size: 1.2em; } .content-text { flex: 1; } p { margin: 0.7em 0 1em 0; } a { color: #0645ad; text-decoration: none; } a:hover { text-decoration: underline; } code { font-family: sans-serif; } summary { font-weight: bold; cursor: pointer; } details[open] { background: #970302; color: #dfdedd; } .text-muted { color: #777; } @media (prefers-color-scheme: dark) { a { color: #9e9eff; } body { background: transparent; color: #ddd; } .footer { border-top: 1px solid #444; background: #060606; } #logo { filter: invert(1) hue-rotate(180deg); } .text-muted { color: #888; } }$

Error

Too many requests (f061ab2)

H_{0}

.

Probstat/notes/anova

Variance estimations

Error

Hypothesis testing

Error

Error

Error

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