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Twelve: Mcgraw-Hill/Irwin © 2005 The Mcgraw-Hill Companies, Inc., All Rights Reserved
Twelve: Mcgraw-Hill/Irwin © 2005 The Mcgraw-Hill Companies, Inc., All Rights Reserved
Chapter
Twelve
ONE
List the characteristics of the F distribution.
TWO
Conduct a test of hypothesis to determine whether the variances of two
populations are equal.
THREE
Discuss the general idea of analysis of variance.
FOUR
Organize data into a one-way and a two-way ANOVA table.
Goals
12-3
Chapter Twelve continued
Analysis of Variance
GOALS
When you have completed this chapter, you will be able to:
FIVE
Define and understand the terms treatments and blocks.
SIX
Conduct a test of hypothesis among three or more treatment means.
SEVEN
Develop confidence intervals for the difference between treatment means.
EIGHT
Conduct a test of hypothesis to determine if there is a difference among
block means.
Goals
12-4
2
For the two tail test, the
s1
F = 2
test statistic is given by s2
The degrees of freedom are
n1-1 for the numerator and
n2-1 for the denominator.
s12 and s 22 are the The null hypothesis is rejected
sample variances for if the computed value of the
the two samples. The test statistic is greater than the
larger s is placed in critical value.
the denominator.
Test for Equal Variances of Two Populations
12-6
2 2
H0 :σ I ≤σ U
Step 1: The hypotheses are 2 2
H1 : σ I >σ U
Example 1 continued
12-8
Example 1 continued
12-9
The sampled
populations follow the
normal distribution.
ANOVA Table
Source of Sum of Degrees Mean F
Variatio Squares of Square
n Freed
om
Treatments SST k-1 SST/(k-1)
(k) k =MST MST
Σnk(Xk-XG)2 MSE
Error SSE n-k SSE/(n-k)
i k =MSE
Treatment variation
ΣΣ(Xi.k-Xk) 2
Random variation
Total TSS n-1
Total variation
i
Anova Table
Σ(Xi-XG) 2
12-14
Example 2
12-16
Day 1 13 10 18
Day 2 12 12 16
Day 3 14 13 17
Day 4 12 11 17
Day 5 17
Example 2 continued
12-17
Example 2 continued
12-18
Example 2 continued
Computation of SSE 12-19
ΣΣ(Xi.k-Xk)2
Σ(Xi-XG)2
Σnk(Xk-XG)2
Restaurant XT SST
Anyor 12.75 4(12.75-14)2
Loris 11.50 4(11.50-14)2
Lander 17.00 5(17.00-14)2
76.25
ANOVA Table
Source of Sum of Degrees Mean F
Variatio Squares of Square
n Freed
om
Treatments 76.25 3-1 76.25/2
=2 =38.125 38.125
Error 9.75 13-3 9.75/10 .975
=10 =.975 = 39.103
Total 86.00 13-1
=12
Example 2 continued
12-23
The ANOVA tables on the next two slides are from the
Minitab and EXCEL systems. Example 2continued
12-24
Analysis of Variance
Source DF SS MS F P
Factor 2 76.250 38.125 39.10 0.000
Error 10 9.750 0.975
Total 12 86.000
Individual 95% CIs For Mean
Based on Pooled StDev
Level N Mean StDev ---------+---------+---------
+-------
Aynor 4 12.750 0.957 (---*---)
Loris 4 11.500 1.291 (---*---)
Lander 5 17.000 0.707 (---*---)
---------+---------+---------
+-------
Pooled StDev = 0.987 12.5 15.0 17.5
Example 2 continued
12-25
Anova: Single Factor
SUMMARY
Groups Count Sum Average Variance
Aynor 4 51 12.75 0.92
Loris 4 46 11.50 1.67
Lander 5 85 17.00 0.50
ANOVA
Source of Variation SS df MS F P-value F crit
Between Groups 76.25 2 38.13 39.10 2E-05 4.10
Within Groups 9.75 10 0.98
Total 86.00 12
Example 2 continued
12-26
1 1
( X 1 − X 2 ) ± t MSE n + n
1 2
t is obtained from
the t table with MSE = [SSE/(n - k)]
degrees of freedom
(n - k).
1 1
(17 − 12.75) ± 2.228 .975 +
4 5
4.25 ± 1.48 ⇒ (2.77,5.73)
EXAMPLE 3
12-29
Example 3continued
12-30
ANOVA Table
Source of Sum of Squares Degrees Mean F
Variatio of Square
n Freedo
m
Treatments SST k-1 SST/(k-1)
(k) =MST MST
Blocks SSB b-1 SSB/(b-1) MSE
(b) =MSB
MSB
Error SSE (k-1)(b-1) SSE/
MSE
(TSS – SST –SSB) (k-1)(b-1)
=MSE
Total TSS n-1
Two factor ANOVA table
12-32
Neary 33 26 33
Schoen 28 24 30
Thompson 30 29 28
Wagner 28 26 27
Example 4 continued
Treatment Effect
12-35
Example 4 continued
12-39
ANOVA Table
Source of Sum of Degrees of Mean F
Variatio Squares Freedo Square
n m
Treatments 62.53 2 62.53/2 31.27/5.43
(k) =31.275 = 5.75
Example 4 continued
12-40
Treatment Effect
Since the computed Block Effect
F of 5.75 > the Since the computed F of 1.55
critical F of 4.10, the < the critical F of 3.84, the p
p of .03 < α of .05, of .28> α of .05, H0 is not
H0 is rejected. There rejected since there is no
is a difference in the significant difference in the
mean number of average number of units
units produced for produced for the different
the different time employees.
periods.
Example 4 continued
12-41
Minitab output
Example 4 continued
12-42
ANOVA
Source of
Variation SS df MS F P-value F crit
Rows 62.53 2 31.27 5.75 0.03 4.46
Columns 33.73 4 8.43 1.55 0.28 3.84
Error 43.47 8 5.43