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Analysis of Variance (ANOVA)

 In the hypothesis testing material covered in the

previous chapters, we were restricted in each case
to considering no more than two population
parameters. Such was the case, for example, in
testing for the equality of two population means
using independent samples from normal populations
with common but unknown variance, where it was
ANALYSIS OF VARIANCE necessary to obtain a pooled estimate of σ2.
(ANOVA)
Julius D. Obnamia, CIE

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Analysis of Variance (ANOVA)
 This material dealing in two-sample inference
represents a special case of what we call the one-factor
problem.
 For example, the survival time was measured for two
samples of mice, where one sample received a new
serum for leukemia treatment and the other sample
received no treatment. In this case, we say that there is
one factor, namely treatment, and the factor is at two
levels. If several competing treatments were being used
in the sampling process, more samples of mice would be
necessary. In this case, the problem would involve one
factor with more than two levels and thus more than two
samples.
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Analysis of Variance (ANOVA)
 In the k > 2 sample problem, it will be assumed that
there are k samples from k populations. One very
common procedure used to deal with testing
population means is called the analysis of
variance, or ANOVA.
 Analysis of variance (ANOVA) is a method for
splitting the total variation of the data into
meaningful components that measure different
sources of variation.
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Analysis of Variance (ANOVA) Analysis of Variance (ANOVA)

 Suppose in an industrial experiment that an

engineer is interested in how the mean absorption
of moisture in concrete varies among 5 different
concrete aggregates. The samples are exposed to
moisture for 48 hours. It is decided that 6 samples
are to be tested for each aggregate, requiring a
total of 30 samples to be tested.

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Analysis of Variance (ANOVA)
 Two Sources of Variability in the Data
In the analysis-of-variance procedure, it is
assumed that whatever variation exists among the
aggregate averages is attributed to (1) variation in
absorption among observations within aggregate types
and (2) variation among aggregate types, that is, due
to differences in the chemical composition of the
aggregates. The within-aggregate variation is, of
course, brought about by various causes. Perhaps
humidity and temperature conditions were not kept
entirely constant throughout the experiment.
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Analysis of Variance (ANOVA)
 Two Sources of Variability in the Data
It is possible that there was a certain amount of
heterogeneity in the batches of raw materials that
were used. At any rate, we shall consider the within-
sample variation to be chance or random variation.
Part of the goal of the analysis of variance is to
determine if the differences among the 5 sample
means are what we would expect due to random
variation alone or, rather, due to variation beyond
merely random effects, i.e., differences in the chemical
composition of the aggregates.
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One-Way Analysis of Variance:
Completely Randomized Design (One-Way
ANOVA)
 Random samples of size n are selected from each
of k populations. The k different populations are
classified on the basis of a single criterion such as
different treatments or groups. Today the term
treatment is used generally to refer to the various
classifications, whether they be different
aggregates, different analysts, different fertilizers,
or different regions of the country.
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One-Way Analysis of Variance:
Completely Randomized Design (One-Way
ANOVA)
 One-factor analysis of variance is a procedure that
uses a set of calculations on several variances to
test the hypothesis that several populations have the
same mean. The application of ANOVA requires
three basic assumptions:
1. The various groups of measurements are assumed
to be obtained from a population with normal
distribution.
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One-Way Analysis of Variance: One-Way Analysis of Variance:

Completely Randomized Design (One-Way Completely Randomized Design (One-Way
ANOVA) ANOVA)
2. Each group is randomly selected and independent The solution and formulas for the one-way ANOVA
of all other groups. are as follows:

3. The variables from each group come from 1. Determine the null (H0) and alternative hypothesis
distributions with approximately the same standard (H1)
deviation.  H0: μ1 = μ2 = . . . = μk

 H1: at least two of the means are not equal

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One-Way Analysis of Variance: One-Way Analysis of Variance:

Completely Randomized Design (One-Way Completely Randomized Design (One-Way
ANOVA) ANOVA)
2. Find the total sum of squares (SST). 4. Find the sum of squares of error (SSE).
k n
T..2 SSE  SST  SSC
SST   xij2 
i 1 j 1 nk
5. Find the variance estimates (Mean Squares) by
3. Find the column sum of squares (SSC). dividing the sum of squares with its corresponding
k degrees of freedom.
T 2
i.
T..2
SSC  i 1
 6. Find the f ratio and complete the ANOVA test
n nk

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One-Way Analysis of Variance: One-Way Analysis of Variance:

Completely Randomized Design (One-Way
ANOVA)
 Analysis of Variance for the One-Way Classification
Completely Randomized Design (One-Way
ANOVA)
 Example:
Test the hypothesis μ1 = μ2 = · · · = μ5 at the
0.05 level of significance for the data of Table 13.1
on absorption of moisture by various types of cement
aggregates.

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ANOVA FOR TWO-WAY CLASSIFICATION
 A set of observations may be classified according
to two criteria at once by means of a rectangular
array in which the columns represent one criterion of
classification and the rows represent a second
criterion of classification.
 To determine if part of the variation in our
observations is due to differences among the rows,
we consider the test
H0’: μ1 = μ2 = . . . = μr. = μ
H1’: the μi are not all equal
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ANOVA FOR TWO-WAY CLASSIFICATION
 Also, to determine if part of the variation is due to
differences among the columns, we consider the test
H0”: μ1 = μ2 = . . . = μ.c = μ
H1’: the μj are not all equal
 The sum-of-squares identity may be represented
symbolically by the equation
SST  SSR  SSC  SSE
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ANOVA FOR TWO-WAY CLASSIFICATION ANOVA FOR TWO-WAY CLASSIFICATION

 where:
r c
T..2
SST   xij2 
i 1 j 1 rc
r

T 2
i.
T..2
SSR  i 1

c rc
c

T
j 1
2
.j
T..2
SSC  
r rc
SSE  SST  SSR  SSC

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ANOVA FOR TWO-WAY CLASSIFICATION ANOVA FOR TWO-WAY CLASSIFICATION

 Example:  Example
The following data represent the yields of the
three varieties of wheat, using four different kinds of Test the hypothesis H0’ that there is no
fertilizer. difference in the average yield of wheat when
different kinds of fertilizer are used. Also, test the
hypothesis H0” that there is no difference in the
average yield of the three varieties of wheat. Use
0.05 level of significance.

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Analysis of Variance (ANOVA) Analysis of Variance (ANOVA)

 Exercise:

The data in the table below represent the

number of hours of pain relief provided by 5
different brands of headache tablets administered to
25 subjects. The 25 subjects were randomly divided
into 5 groups and each group was treated with a
different brand. Perform the analysis of variance, and test the
hypothesis at the 0.05 level of significance that the
mean number of hours of relief provided by the
tablets is the same for all five brands.

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Analysis of Variance (ANOVA) Analysis of Variance (ANOVA)

ASSIGNMENT 2. An experiment is conducted in which 4 treatments

1. The following are the number of words per minute are to be compared using 5 different subjects. The
typed by 4 secretaries on 4 different typewriter following data are generated:
models:

Perform the analysis of variance. Use a 0.05

Use a 0.05 level of significance to test the hypothesis that level of significance to test the hypothesis that there is
(a) the secretaries type with equal speed; no difference between the treatment means.
(b) different typewriters have no effect on typing speed.

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