Lecture 13

ANALYSIS OF VARIANCE

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Analysis of variance ANOVA
Used in Experimental Design Example: to compare the performance of
several materials in manufacturing depending on several factors. In
which known sources of variability are varied over a wide range .
There are k samples from k populations. A common procedure used to
deal with testing population means is called the Analysis of Variance
(ANOVA).
Example ANOVA
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. A sample of size n = 6
observations from each k = 5 = number of populations is to be tested
for each aggregate. We want to test 𝜇1 , 𝜇2 , . . , 𝜇5 are the same .
Hypothesis test

The goal of ANOVA is to determine if the differences among the 5

sample means are due to
- random variation alone or
- variation beyond merely random effects, i.e., differences in the
chemical composition of the aggregates.
The k=5 different populations are classified on the basis of
a single treatment (here different aggregates)=⇒ One-Way ANOVA.

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Analysis of Variance

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Total Variability

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Resolution of total variability

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 Example
The students split into three
groups, in each group are
randomly assigned to use one of
the three exam prep programs for
the next three weeks to prepare
for an exam. At the end of the
three weeks, all of the students
take the same exam.
The exam scores for each group
are shown in table. Perform a one-
way ANOVA by hand to determine
if the mean exam score is different
between the three groups

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Step 1
First, we will calculate the mean
for all three groups along with the
overall mean:

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 Step 2
Step 2: Calculate SSA. SSA= = 10(83.4-85.8)2 + 10(89.3-
85.8)2 + 10(84.7-85.8)2 = 192.2
Next, we will calculate the
regression sum of squares (SSA)
using the following formula:

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 Step 3
Next, we will calculate the error
sum of squares (SSE) using the
following formula:
SSE: 640.4 + 208.1 + 252.1
= 1100.6
Fall 2021
Group 1: (85-83.4)2 + (86-83.4)2 + (88-
83.4)2 + (75-83.4)2 + (78-83.4)2 + (94-
83.4)2 + (98-83.4)2 + (79-83.4)2 + (71-
83.4)2 + (80-83.4)2 = 640.4
Group 2: (91-89.3)2 + (92-89.3)2 + (93-
89.3)2 + (85-89.3)2 + (87-89.3)2 + (84-
89.3)2 + (82-89.3)2 + (88-89.3)2 + (95-
89.3)2 + (96-89.3)2 = 208.1
Group 3: (79-84.7)2 + (78-84.7)2 + (88-
84.7)2 + (94-84.7)2 + (92-84.7)2 + (85-
84.7)2 + (83-84.7)2 + (85-84.7)2 + (82-
84.7)2 + (81-84.7)2 = 252.1
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Step 4
Calculate the total sum
of squares (SST) using
the following formula:
SST = SSA + SSE
SST = 192.2 + 1100.6
= 1292.8
df treatment: k-1 = 3-1 = 2
df error: n-k = 30-3 = 27
df total: n-1 = 30-1 = 29
MS treatment: SST / df treatment
= 192.2 / 2 = 96.1
MS error: SSE / df error = 1100.6 /
27 = 40.8
F: MS treatment / MS error = 96.1
/ 40.8 = 2.358

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Step 5
Fill in the ANOVA table.
Now that we have SSA, SSE, and SST, we can fill in the ANOVA table:

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Step 6
Interpret the results.
α (significance level) = 0.05
DF1 (numerator degrees of freedom) = df treatment = 2
DF2 (denominator degrees of freedom) = df error = 27
The F test statistic for this one-way ANOVA is 2.358
F critical value is 3.3541.
𝐹𝛼 < 𝐹𝑐
Decision: we fail to reject the null hypothesis. This means we don’t have
sufficient evidence to say that there is a statistically significant
difference between the mean exam scores of the three groups.

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 Text book
Chapter 12
Sec. 12.2

Reference

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 Thank you for your attention

Maha

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