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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
A
Analysis
i off Variance
i
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
yp among
g 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
s1
For the two tail test, the F = 2
test statistic
i i isi given
i by
b 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
p value of the
the two samples. The test statistic is greater than the
larger s is placed in critical value.
th d
the denominator.
i t
Test for Equal Variances of Two Populations
12-6
H0 : I 2
U 2
Example 1 continued
12-8
Example 1 continued
12-9
The sampled
populations follow the
normal distribution.
The populations
pop lations ha
havee eq
equal
al
standard deviations.
Underlying assumptions for
ANOVA
12-11
Estimate of the population variance
based on the differences among the sample means
F=
Estimate of the population variance
based on the variation within the samples
p
ANOVA Table
Source of Sum of Degrees Mean F
Variation Squares of Square
Freedom
Treatments SST k-1 SST/(k-1)
(k) k =MST MST
nk(Xk-XG)2 MSE
Error SSE n-k SSE/(n-k)
i k =MSE
(Xi.k-Xk)2 Treatment variation
Total TSS n-1
n1 Random variation
i
(Xi-XG)2 Total variation
Anova Table
12-14
Example 2
12-15
N b off Di
Number Dinners S ld bby R
Sold Restaurant
Restaurant Aynor
y Loris Lander
Day
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
12-16
Step
p One: State the null hypothesis
yp and the alternate
hypothesis.
Ho: Aynor = Loris = Landis
H1: Aynor = Loris = Landis
St Two:
Step T S l t the
Select th level
l l off significance.
i ifi This
Thi is
i
given in the problem statement as .05.
Example 2 continued
12-17
Step
p Four: Formulate the decision rule.
The numerator degrees of freedom, k-1, equal 3-1 or 2.
The denominator degrees of freedom, n-k, equal 13-3 or
10. The value of F at 2 and 10 degrees of freedom is
4.10. Thus, H0 is rejected if F>4.10 or p< of .05.
Example 2 continued
Computation of SSE i k
12-18
(X
( i.k
i k-Xk)
2
SSE: 22.75
75 + 5 + 2 = 9.75
9 75
XG : 14.00
Computation of TSS i
12-19
(Xi-X
XG)2
nk(Xk-X
XG)2
Restaurant
R t t 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
Variation Squares of Square
F d
Freedom
Treatments 76.25 3-1 76.25/2
=22 =38.125
38 125 38.125
38 125
Error 9.75 13-3 9.75/10 .975
=10 = 975
=.975 = 39.103
39 103
Total 86.00 13-1
=12
12
Example 2 continued
12-22
The ANOVA tables on the next two slides are from the
Minitab and EXCEL systems. Example 2continued
12-23
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
T t l 12 86.000
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
12-24
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
9.75 10 0 98
0.98
Total 86.00 12
Example 2 continued
12-25
1 1
( X1 X2 ) t MSE n + n
1 2
t is obtained from
th t ttable
the bl with
ith MSE = [SSE/(n - k)]
degrees of freedom
(n - k).
k)
1 1
(17 12.75) 2.228 .975 +
4 5
4.25 1.48 ( 2.77 ,5.73)
EXAMPLE 3
12-28
Example 3continued
12-29
ANOVA Table
Source of Sum of Squares Degrees Mean F
Variation of Square
F d
Freedom
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/(n-k) MSB
(TSS SST SSB) =MSE MSE
Total TSS n-1
Neary 33 26 33
Schoen 28 24 30
Thompson 30 29 28
Wagner 28 26 27
Example 4 continued
12-33
Treatment Effect
Step 1: State the null hypothesis and
the alternate hypothesis.
Step 2: Select the level of
H 0 : 1 = 2 = 3 significance. Given as .05.
H1: Not
N all
ll means are equal.
l
Step 3: Determine the Step 4: Formulate the
test statistic. The test decision rule.
statistic follows the F Ho is rejected if F > 4.46,
di t ib ti
distribution. th degrees
the d off freedom
f d are
2 and 8, or if p < .05.
Step 5: Perform the calculations
Example 4 continued
and make a decision.
12-34
Block Effect
Step 1: State the null hypothesis and
the alternate hypothesis.
yp Step 2: Select the
H0 : 1 = 2 = 3 = 4 = 5 level of significance.
Given as = .05.
H1: Not all means are equal.
St 5:
Step 5 Perform
P f th
the calculations
l l ti andd Example 4 continued
make a decision.
Note: xG = 28.87 Block Sums of Squares 12-35
Effects
ff off time off dayy and worker on productivity
p y
Day Evening Night Employee x SSB
McCartney 31 25 35 30.33 )2
3(30.33-28.87)
(
= 6.42
Example 4 continued
12-37
ANOVA Table
Source of Sum of Degrees of Mean F
Variation Squares Freedom Square
Treatments 62.53 2 62.53/2 31.27/5.43
(k) =31.275 = 5.75
Example 4 continued
12-38
Treatment Effect
Since the computed Block Effect
F of 5.75 > the Since the computed F of
critical
i i l F off 4.10,
4 10 1.55 < the critical F of 3.84,
the p of .03 < of the p of .28> of .05, H0 is
.05,
05 H0 is rejected
rejected. not rejected since there is no
There is a significant difference in the
difference in the average number of units
mean number of produced for the different
units produced for employees.
the different time
periods.
Example 4 continued
12-39
Minitab output
T
Two-way ANOVA Units
ANOVA: U it versus Worker,
W k Shift
Example 4 continued
12-40
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