
I don't understand when we reject H0. What exactly is f? and How do we find the p-value, can you illustrate it with an example? thanks.
In order to test H0?:?1?=?=?k?, we define the following test statistic: F=?j=1k??i=1nj??(Xij??X??j?)2/(n?k)?j=1k?nj?(X??j??X?)2/(k?1)?=W/(n?k)B/(k?1)?. Under H0?,F?Fk?1,n?k?. We reject H0? at the 100?% significance level if: f>F?,k?1,n?k? where F?,k?1,n?k? is the top 100? th percentile of the Fk?1,n?k? distribution, i.e. P(F>F?,k?1,n?k?)=?, and f is the observed test statistic value. 315 10. Analysis of variance (ANOVA) The p-value of the test is: p-value =P(F>f). It is clear that f>F?,k?1,n?k? if and only if the p-value <?, as we must reach the same conclusion regardless of whether we use the critical value approach or the p-value approach to hypothesis testing.