be the population standard deviation
for control rats and
be the treatment population standard
deviation. Then to test
against the one
sided alternative
we compute
and
get upper tail P-values from F tables with 19 and 22 degrees of
freedom. We get
and P just a bit bigger than 0.01 so that we
conclude that the treatment population is more variable. (While the
question asks a one-tailed question it is not entirely clear to me that the
tail was not chosen after seeing the data; if so you should double the
P-value. The conclusion is not really changed.)
has an F distribution so that

The right hand inequality holds if and only if

Similarly, the first inequality can be rearranged to be

so that the range between these two limits is a level
confidence
interval for
. For the data we have
and
. The critical point
while to find the lower tail critical point
we use
.
The interval is then
to
.
Note that some people may have put
on top.
. Use
and the fact that summing over
j just multiplies by J to get
.
.
The variance of any average of J independent quantities each with
variance
is just
so we get
.
which, using (a) and the rule in (b) is
.
.
Expand out the square and use the fact that
to see that

Take exepcted values and put in the results of (b) and (c) to get

the second of these terms is 0 so
while under the alternative the second term is positive so that
.
we have
,
,
and all the other
so that the confidence interval for
is
(where we use the level
for a 95% confidence
interval). For the other intervals it is the values of the
which
change. They are
,
and
respectively.
Only the contrast
is judged significantly different from 0.
(Note the use of
not
; these are 95% confidence
intervals.)
and
. Subtracting we get
so the the SSE
for the y's is
times the SSE for the x's. Similary we have
so that the new SSTr is
times the old SSTr.
The factors
then cancel out in the formula for the F statistic so
that the new F statistic is exactly equal to the old F statistic.
for
and
for
. The two sample variances are
and
.
Then the pooled estimate of
is

which is just

which is in turn just the MSE.

Now write
as
to see that

Now examine the Treatment Sum of Squares. First note that
. Use this to see that the Treatment Sum of Squares
is given by

which simplifies to

This last is the numerator of
.