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ANOVA

S. Devi Yamini

April 26, 2017

Module 6 April 26, 2017 1 / 28


Overview

1 Design of Experiments
One-way ANOVA
Two-way ANOVA, without replications
Two-way ANOVA with replication

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Design of Experiments

ANOVA - Analysis of Variance

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Design of Experiments

ANOVA - Analysis of Variance

Why ANOVA?
When comparing means across two samples - we use Z-test or
t-test

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Design of Experiments

ANOVA - Analysis of Variance

Why ANOVA?
When comparing means across two samples - we use Z-test or
t-test
If more than two samples are test for their means, we use
ANOVA

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Design of Experiments

ANOVA - Analysis of Variance

Why ANOVA?
When comparing means across two samples - we use Z-test or
t-test
If more than two samples are test for their means, we use
ANOVA

We study,
Completely Randomised Design or One-way ANOVA
Randomized Block Design or Two-way ANOVA (without
replications)
Latin Square Design or Two-way ANOVA (with replications)

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CSD or One-way ANOVA

The observations are independent.


H0 : 1 = 2 = 3

H1 : At least there is one difference among the means.

Between group variance


F = Within group variance

with degrees of freedom (k 1, N k ) where k denotes the number


of groups and N denotes the sample size.

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CSD or One-way ANOVA

Problem 1: Compare the means of these groups

I II III
1 2 2
2 4 3
5 2 4

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CSD or One-way ANOVA

Problem 1: Compare the means of these groups

I II III
1 2 2
2 4 3
5 2 4

Solution:
1: H0 : 1 = 2 = 3
H1 : At least there is one difference among the means.
= 0.05

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CSD or One-way ANOVA

Problem 1: Compare the means of these groups

I II III
1 2 2
2 4 3
5 2 4

Solution:
1: H0 : 1 = 2 = 3
H1 : At least there is one difference among the means.
= 0.05
2: Degrees of freedom
DFBet = k 1 = 3 1 = 2,

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CSD or One-way ANOVA

Problem 1: Compare the means of these groups

I II III
1 2 2
2 4 3
5 2 4

Solution:
1: H0 : 1 = 2 = 3
H1 : At least there is one difference among the means.
= 0.05
2: Degrees of freedom
DFBet = k 1 = 3 1 = 2, DFWithin = N k = 9 3 = 6

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CSD or One-way ANOVA

Problem 1: Compare the means of these groups

I II III
1 2 2
2 4 3
5 2 4

Solution:
1: H0 : 1 = 2 = 3
H1 : At least there is one difference among the means.
= 0.05
2: Degrees of freedom
DFBet = k 1 = 3 1 = 2, DFWithin = N k = 9 3 = 6
F(2,6) = 5.14

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One-way ANOVA

3: x1 = 2.67, x2 = 2.67, x3 = 3, x = 2.78

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One-way ANOVA

3: x1 = 2.67, x2 = 2.67, x3 = 3, x = 2.78


Sum of squares total:
X
SST = (x x )2 = (1 2.78)2 + (2 2.78)2 + (5 2.78)2

+(2 2.78)2 + (4 2.78)2 + . . . + (4 2.78)2 = 13.556

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One-way ANOVA

3: x1 = 2.67, x2 = 2.67, x3 = 3, x = 2.78


Sum of squares total:
X
SST = (x x )2 = (1 2.78)2 + (2 2.78)2 + (5 2.78)2

+(2 2.78)2 + (4 2.78)2 + . . . + (4 2.78)2 = 13.556


Sum of squares within:
X X X
SSW = (x1 x1 )2 + (x2 x2 )2 + (x3 x3 )2

= (1 2.67)2 + (2 2.67)2 + (5 2.67)2 + (2 2.67)2 + (4 2.67)2


+(2 2.67)2 + (2 3)2 + (3 3)2 + (4 3)2 = 13.34

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One-way ANOVA

3: x1 = 2.67, x2 = 2.67, x3 = 3, x = 2.78


Sum of squares total:
X
SST = (x x )2 = (1 2.78)2 + (2 2.78)2 + (5 2.78)2

+(2 2.78)2 + (4 2.78)2 + . . . + (4 2.78)2 = 13.556


Sum of squares within:
X X X
SSW = (x1 x1 )2 + (x2 x2 )2 + (x3 x3 )2

= (1 2.67)2 + (2 2.67)2 + (5 2.67)2 + (2 2.67)2 + (4 2.67)2


+(2 2.67)2 + (2 3)2 + (3 3)2 + (4 3)2 = 13.34
Sum of squares between:

SSB = SST SSW = 13.556 13.34 = 0.216

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One-way ANOVA

4. Mean sum of squares

SSB .216
MSB = = = 0.108
DFBetween 2

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One-way ANOVA

4. Mean sum of squares

SSB .216
MSB = = = 0.108
DFBetween 2

SSW 13.34
MSW = = = 2.22
DFWithin 6

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One-way ANOVA

4. Mean sum of squares

SSB .216
MSB = = = 0.108
DFBetween 2

SSW 13.34
MSW = = = 2.22
DFWithin 6

5. ANOVA table:
Source SS DF MS F
MSB
Between groups 0.216 2 0.108 MSW
= 0.049
Within groups 13.34 6 2.22

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One-way ANOVA

4. Mean sum of squares

SSB .216
MSB = = = 0.108
DFBetween 2

SSW 13.34
MSW = = = 2.22
DFWithin 6

5. ANOVA table:
Source SS DF MS F
MSB
Between groups 0.216 2 0.108 MSW
= 0.049
Within groups 13.34 6 2.22
Since Cal F < FCritical = 5.14, we accept H0 .
There is no significant difference between the means of the
group.
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Problems

2. A random sample is selected from each of three makes of ropes


and their breaking strength (in pounds) are measured with the
following results:

Group A 70 72 75 80 83
Group B 100 110 108 112 113 120 107
Group C 60 65 57 84 87 73

Test whether the breaking strength of the ropes differs significantly.

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Problems

2. A random sample is selected from each of three makes of ropes


and their breaking strength (in pounds) are measured with the
following results:

Group A 70 72 75 80 83
Group B 100 110 108 112 113 120 107
Group C 60 65 57 84 87 73

Test whether the breaking strength of the ropes differs significantly.


SST = 6964.44, SSB = 5838.44, SSW = 1126, F = 38.89, F(2,15) =
3.68, Reject H0

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Problems

3. A completely randomized design experiment with 10 plots and 3


treatments gave the following results:

Plot no. 1 2 3 4 5 6 7 8 9 10
Treatment A B C A C C A B A B
Yield 5 4 3 7 5 1 3 4 1 7

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Problems

3. A completely randomized design experiment with 10 plots and 3


treatments gave the following results:

Plot no. 1 2 3 4 5 6 7 8 9 10
Treatment A B C A C C A B A B
Yield 5 4 3 7 5 1 3 4 1 7

Solution
A 5 7 1 3
B 4 4 7
C 3 1 5

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Problems

3. A completely randomized design experiment with 10 plots and 3


treatments gave the following results:

Plot no. 1 2 3 4 5 6 7 8 9 10
Treatment A B C A C C A B A B
Yield 5 4 3 7 5 1 3 4 1 7

Solution
A 5 7 1 3
B 4 4 7
C 3 1 5

SST = 40, SSB = 6, SSW = 34, F = 1.619, F(2,7) = 4.74, Accept H0

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RBD or Two-Way ANOVA (without replications

In a One-way ANOVA, we select the random sample for each


group or column
A Two-way ANOVA allows us to "account for variation" at the
ROW level due to some other factor or grouping
By adding blocks or factors to the ROWS, we can reduce the
overall ERROR or WITHIN variance
Now we have 4 types of Sum of Squares or Sources of
Variation: (i) TOTAL (ii) COLUMNS or GROUPS (iii) ROWS or
BLOCKS (iv) ERROR or WITHIN
Note that SST=SSC+SSR+SSE

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RBD or Two-way ANOVA without
replication-Example

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RBD or Two-Way ANOVA (without replications)

Step 1:
Null hypothesis: There is no significant difference in the means of
Columns (Groups) as well as Rows (Blocks). That is,
H01 : 1 = 2 = . . . = c (Columns)
H02 : 1 = 2 = . . . = r (Rows)
Alternate Hypothesis: There is at least one mean in the Columns
which differs from others. Also there is at least one mean in the
Rows which differs from the others.

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RBD or Two-Way ANOVA (without replications)

Step 1:
Null hypothesis: There is no significant difference in the means of
Columns (Groups) as well as Rows (Blocks). That is,
H01 : 1 = 2 = . . . = c (Columns)
H02 : 1 = 2 = . . . = r (Rows)
Alternate Hypothesis: There is at least one mean in the Columns
which differs from others. Also there is at least one mean in the
Rows which differs from the others.

Step 2:
Degrees of Freedom: DFColumns = c 1, DFRows = r 1,
DFError = (c 1)(r 1).

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RBD or Two-Way ANOVA (without replications)

Step 1:
Null hypothesis: There is no significant difference in the means of
Columns (Groups) as well as Rows (Blocks). That is,
H01 : 1 = 2 = . . . = c (Columns)
H02 : 1 = 2 = . . . = r (Rows)
Alternate Hypothesis: There is at least one mean in the Columns
which differs from others. Also there is at least one mean in the
Rows which differs from the others.

Step 2:
Degrees of Freedom: DFColumns = c 1, DFRows = r 1,
DFError = (c 1)(r 1).
Compute the Critical values F(c 1,(c 1)(r 1)) and F(r 1,(c 1)(r 1)) .

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Step 3:

Source SS DF MS F
SSC
Columns (Groups) SSC c 1 c 1
F1 = MSC
MSE
SSR MSR
Rows (Blocks) SSR r 1 r 1
F2 = MSE
(or) rows
SSE
Within or Error SSE (c 1)(r 1) (c 1)(r 1)

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RBD or Two-way ANOVA (without replications)

Problem 1: The following data represent the number of units


produced per day by different workers using 4 different types of
machines.

Worker / Machines I II III IV


1 44 38 47 36
2 46 40 52 43
3 34 36 44 32
4 43 38 46 33
5 38 42 49 39

1. Test whether the five men differ with respect to mean


productivity
2. Test whether the mean productivity is same for the four different
machine types.

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Solution

1 Null hypothesis H0 : (a) The mean productivity is same for the


four different machines. (b) Five workers do not differ with
respect to mean productivity.
Alternate hypothesis H1 : (a) The mean productivity differs for
at least one machine. (b) The mean productivity differs for at
least a worker.

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Solution

1 Null hypothesis H0 : (a) The mean productivity is same for the


four different machines. (b) Five workers do not differ with
respect to mean productivity.
Alternate hypothesis H1 : (a) The mean productivity differs for
at least one machine. (b) The mean productivity differs for at
least a worker.

2 Degrees of Freedom: DFColumns = 4 1 = 3,


DFRows = 5 1 = 4, DFError = 3 4 = 12. The critical values
are F(3,12) = 3.49 and F(4,12) = 3.26

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Solution

3 Calculate the means corresponding to rows and columns.


Worker / Machines I II III IV Mean
1 44 38 47 36 41.25
2 46 40 52 43 45.25
3 34 36 44 32 36.5
4 43 38 46 33 40
5 38 42 49 39 42
Mean 41 38.8 47.6 36.6

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Solution

3 Calculate the means corresponding to rows and columns.


Worker / Machines I II III IV Mean
1 44 38 47 36 41.25
2 46 40 52 43 45.25
3 34 36 44 32 36.5
4 43 38 46 33 40
5 38 42 49 39 42
Mean 41 38.8 47.6 36.6
= 41
Overall Mean x

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Solution

Calculate SST:

Worker / Machines I II III IV


1 (44 41)2 =9 9 36 25
2 25 1 121 4
3 49 25 9 81
4 4 9 25 64
5 9 1 64 4

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Solution

Calculate SST:

Worker / Machines I II III IV


1 (44 41)2 =9 9 36 25
2 25 1 121 4
3 49 25 9 81
4 4 9 25 64
5 9 1 64 4

(x x )2 = 574
P
SST =

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Solution

Columns:
Column means are 41,38.8,47.6, and 36.6.

(44 41)2 = 9 (38 38.8)2 =0.64 (47 47.6)2 =0.36 (36 36.6)2 =0
25 1.44 19.36 40.96
49 7.84 12.96 21.16
4 0.64 2.56 12.96
9 10.24 1.96 5.76

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Solution

Columns:
Column means are 41,38.8,47.6, and 36.6.

(44 41)2 = 9 (38 38.8)2 =0.64 (47 47.6)2 =0.36 (36 36.6)2 =0
25 1.44 19.36 40.96
49 7.84 12.96 21.16
4 0.64 2.56 12.96
9 10.24 1.96 5.76

SSC = 9 + 0.64 + 0.36 + 0.36 + 25 + 1.44 + 19.36 + 40.96 + 49 + 7.84 +


12.96 + . . . + 5.76 = 338.8

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Solution

Columns:
Column means are 41,38.8,47.6, and 36.6.

(44 41)2 = 9 (38 38.8)2 =0.64 (47 47.6)2 =0.36 (36 36.6)2 =0
25 1.44 19.36 40.96
49 7.84 12.96 21.16
4 0.64 2.56 12.96
9 10.24 1.96 5.76

SSC = 9 + 0.64 + 0.36 + 0.36 + 25 + 1.44 + 19.36 + 40.96 + 49 + 7.84 +


12.96 + . . . + 5.76 = 338.8
Rows: SSR = 161.5

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Solution

Source SS DF MS F
Columns (Groups) 338.8 3 112.93 F1 = MSC
MSE
= 18.393
Rows (Blocks) 161.5 4 40.375 F2 = MSR
MSE
= 6.576
(or) rows
Within or Error 73.7 12 6.14

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Solution

Source SS DF MS F
Columns (Groups) 338.8 3 112.93 F1 = MSC
MSE
= 18.393
Rows (Blocks) 161.5 4 40.375 F2 = MSR
MSE
= 6.576
(or) rows
Within or Error 73.7 12 6.14

Since F1 > 3.49, we reject the corresponding H0 . That is, the mean
productivity differs for at least one worker.
Since F2 > 3.26, we reject the corresponding H0 . That is, the fiver
workers differ with respect to the mean productivity.

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Try these

2. Four kinds of fertilizer f1 , f2 , f3 and f4 are used to study the yield


of beans. The soil is divided into 3 blocks, each containing 4
homogeneous plots. The yields in kilograms per plot and the
corresponding treatments are as follows:

Block 1 f1 = 42.7, f3 = 48.5, f4 = 32.8, f2 = 39.3


Block 2 f3 = 50.9, f1 = 50, f2 = 38, f4 = 40.2
Block 3 f4 = 51.1, f2 = 46.3, f1 = 51.9, f2 = 53.5

Conduct an analysis of variance at the 0.05 level of significance


using the randomized complete block model.

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Try these

3. Three varieties of potatoes are being compared for yield. The


experiment is conducted by assigning each variety at random to one
of 3 equal size plots at each of 4 different locations. The following
yields for varieties A, B, and C, in 100 kilograms per plot, were
recorded:

Location 1 B:13 A:18 C:12


Location 2 C:21 A:20 B:23
Location 3 C:9 B:12 A:14
Location 4 A:11 C:10 B:17

Perform a randomized complete block analysis of variance to test


the hypothesis that there is no difference in the yielding capabilities
of the 3 varieties of potatoes. Use a 0.05 level of significance. Draw
conclusions.

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LSD or Two-way ANOVA with replication-Example

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LSD or Two-way ANOVA with replication-Example

In an experiment conducted to determine which of the three


different missile systems is preferable, the propellant burning rate
for 24 static firings was measured. Four different propellant types
were used. The experiment yielded duplicate observations of
burning rates at each combination of treatments.

Propellant type B1 B2 B3 B4
Missile
A1 34 30.1 29.8 29
32.7 32.8 26.7 28.9
A2 32 30.2 28.7 27.6
33.2 29.8 28.1 27.8
A3 28.4 27.3 29.7 28.8
29.3 28.9 27.3 29.1

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Test the following hypotheses: (a) H0 : There is no difference in the
mean propellant burning rates when different missile systems are
used, (b) H0 : There is no difference in the mean propellant burning
rates of the four propellant types, (c) H0 : There is no interaction
between the different missile systems and the different propellant
types.

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Test the following hypotheses: (a) H0 : There is no difference in the
mean propellant burning rates when different missile systems are
used, (b) H0 : There is no difference in the mean propellant burning
rates of the four propellant types, (c) H0 : There is no interaction
between the different missile systems and the different propellant
types. Solution:

Degrees of freedom
DFrows = r 1 = 2; DFcols = c 1 = 3;
DFinteraction = (r 1)(c 1) = 6; DFerror = rc (n 1) = 12 where n
is the number of observations within each cell.
F(3,12) = 3.49; F(2,12) = 3.89; F(6,12) = 3

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Solution

ANOVA table
Source SS DF MS F
SSC
Columns (Groups) SSC c 1 MSC = c 1
F1 = MSC
MSE
SSR MSR
Rows (Blocks) SSR r 1 MSR = r 1 F2 = MSE
Interaction SSI (r 1)(c 1) MSI = (r 1SSI
)(c 1) F3 = MSI
MSE
Within or Error SSE rc (n 1) MSE = rc (SSE
n 1)

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X
)2 = 14.52 (row mean - overall mean)
P

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X )2 = 14.52 (row mean - overall mean)


P

SSI = n (Xij Xi . X.j + X


)2 = 22.16 (cell mean-row mean-
P

column mean +overall mean)

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X )2 = 14.52 (row mean - overall mean)


P

SSI = n (Xij Xi . X.j + X


)2 = 22.16 (cell mean-row mean-
P

column mean +overall mean)


(X Xij )2 = 14.91 (every cell observation -cell mean)
P
SSE =

Module 6 April 26, 2017 26 / 28


)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X )2 = 14.52 (row mean - overall mean)


P

SSI = n (Xij Xi . X.j + X


)2 = 22.16 (cell mean-row mean-
P

column mean +overall mean)


(X Xij )2 = 14.91 (every cell observation -cell mean)
P
SSE =

MSC = 13.39, MSR = 7.26, MSI = 3.69 and MSE = 1.24

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X )2 = 14.52 (row mean - overall mean)


P

SSI = n (Xij Xi . X.j + X


)2 = 22.16 (cell mean-row mean-
P

column mean +overall mean)


(X Xij )2 = 14.91 (every cell observation -cell mean)
P
SSE =

MSC = 13.39, MSR = 7.26, MSI = 3.69 and MSE = 1.24


F1 = 10.77, F2 = 5.84, F3 = 2.97

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)2 = 91.68 (every observation - overall mean)
P
SST = (X X
SSC = nr (X.j X )2 = 40.17 (Column mean- overall mean)
P

SSR = nc (Xi . X )2 = 14.52 (row mean - overall mean)


P

SSI = n (Xij Xi . X.j + X


)2 = 22.16 (cell mean-row mean-
P

column mean +overall mean)


(X Xij )2 = 14.91 (every cell observation -cell mean)
P
SSE =

MSC = 13.39, MSR = 7.26, MSI = 3.69 and MSE = 1.24


F1 = 10.77, F2 = 5.84, F3 = 2.97 (Reject H0 , Reject H0 , Accept H0 )

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Problem

Suppose there are two factors Detergent (Super and Best) and
Temperature (Cold, Warm and Hot). Test the hypothesis to
determine whether the brand of laundry detergent used and the
temperature affects the amount of dirt removed from your laundry.

Cold Warm Hot


Super 4,5,6,5 7,9,8,12 10,12,11,9
Best 6,6,4,4 13,15,12,12 12,13,10,13

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Solution

Mean Calculation:

Cold Warm Hot Row Means


Super 5 9 10.5 8.17
Best 5 13 12 10
Col Means 5 11 11.25 = 9.08
x

DFrows = 1, DFcols = 2, DFInter = 2, DFerror = 18


F(2,18) = 3.552, F(1,18) = 4.41

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Solution

Mean Calculation:

Cold Warm Hot Row Means


Super 5 9 10.5 8.17
Best 5 13 12 10
Col Means 5 11 11.25 = 9.08
x

DFrows = 1, DFcols = 2, DFInter = 2, DFerror = 18


F(2,18) = 3.552, F(1,18) = 4.41
SSC = 200.336, SSR = 20.094, SSI = 8.167, SSE = 34.8125

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Solution

Mean Calculation:

Cold Warm Hot Row Means


Super 5 9 10.5 8.17
Best 5 13 12 10
Col Means 5 11 11.25 = 9.08
x

DFrows = 1, DFcols = 2, DFInter = 2, DFerror = 18


F(2,18) = 3.552, F(1,18) = 4.41
SSC = 200.336, SSR = 20.094, SSI = 8.167, SSE = 34.8125
MSC = 100.168, MSR = 20.094, MSI = 4.0835, MSE = 1.934

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Solution

Mean Calculation:

Cold Warm Hot Row Means


Super 5 9 10.5 8.17
Best 5 13 12 10
Col Means 5 11 11.25 = 9.08
x

DFrows = 1, DFcols = 2, DFInter = 2, DFerror = 18


F(2,18) = 3.552, F(1,18) = 4.41
SSC = 200.336, SSR = 20.094, SSI = 8.167, SSE = 34.8125
MSC = 100.168, MSR = 20.094, MSI = 4.0835, MSE = 1.934
F1 = 51.793 (reject H0 ), F2 = 10.3898 (reject H0 ),F3 = 2.1114
(Accept H0 )

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