You are on page 1of 21

1 Overview

An introduction of a procedure for


testing the hypothesis that three or
more population means are equal.

For example:
H0: µ1 = µ2 = µ3 = . . . µk
H1: At least one mean is different

1
1 Overview
Definition
Analysis of Variance (ANOVA)
a method of testing the equality
of three or more population
means by analyzing sample
variations

2
ANOVA methods require the
F-distribution
1. The F-distribution is not symmetric; it is
skewed to the right.
2. The values of F can be 0 or positive,
they cannot be negative.
3. There is a different F-distribution for
each pair of degrees of freedom for the
numerator and denominator.
Critical values of F are given in Table D

3
F - distribution
Not symmetric (skewed to the right)

α
nonnegative values only

4
2 One-Way ANOVA
Assumptions
1. The populations have normal distributions.
2. The populations have the same variance
σ 2 (or standard deviation σ ).
3. The samples are simple random samples.
4. The samples are independent of each other.
5. The different samples are from populations
that are categorized in only one way.
5
Definition
Treatment (or factor)
a property or characteristic that
allows us to distinguish the different
populations from another

Use computer software for ANOVA


calculations if possible

6
Procedure for testing:
H0: µ1 = µ2 = µ3 = . . .

1. Calulator to obtain results.


2. Identify the P-value from the display.
3. Form a conclusion based on these criteria:
 If P-value ≤ α, reject the null hypothesis of
equal means.
 If P-value > α , fail to reject the null hypothesis
of equal means.

7
Relationships Among Components of ANOVA

Figure 11-2

8
ANOVA Fundamental Concept
Estimate the common value of σ 2 using
1. The variance between samples (also
called variation due to treatment) is an
estimate of the common population variance
σ 2 that is based on the variability among the
sample means.

2. The variance within samples (also called


variation due to error) is an estimate of the
common population variance σ 2 based on the
sample variances.
9
ANOVA Fundamental Concept
Test Statistic for One-Way ANOVA

variance between samples


F= variance within samples

A excessively large F test statistic is


evidence against equal population means.

10
Critical Value of F

Right-tailed test

Degree of freedom with k samples of the


same size n

numerator df = k -1

denominator df = k(n -1)

11
Key Components of ANOVA Method

SS(total), or total sum of squares, is a


measure of the total variation (around x) in
all the sample data combined.

12
Key Components of ANOVA Method

SS(total), or total sum of squares, is a


measure of the total variation (around x) in
all the sample data combined.

SS(total) = Σ(x - x)
2

13
Key Components of ANOVA Method

SS(treatment or between) is a measure of the


variation between the samples. In one-way ANOVA,
SS(treatment) is sometimes referred to as SS(factor).
Because it is a measure of variability between the sample
means, it is also referred to as SS (between groups) or SS
(between samples).

14
Key Components of ANOVA Method

SS(treatment or between) is a measure of the


variation between the samples. In one-way ANOVA,
SS(treatment) is sometimes referred to as SS(factor).
Because it is a measure of variability between the sample
means, it is also referred to as SS (between groups) or SS
(between samples).

SS(treatment) = n1(x1 - x)2 + n2(x2 - x)2 + . . . nk(xk - x)2

= Σni(xi - x)2
15
Key Components of ANOVA Method

SS(error or within) is a sum of squares representing


the variability that is assumed to be common to all the
populations being considered.

16
Key Components of ANOVA Method

SS(error or within) is a sum of squares representing


the variability that is assumed to be common to all the
populations being considered.

2 2 2 2
SS(error) = (n1 -1)s1 + (n2 -1)s2 + (n3 -1)s3 . . . nk(xk -1)si
2
= Σ(ni - 1)si

17
Key Components of ANOVA Method

SS(total) = SS(treatment or between) +


SS(error or within)

18
Mean Squares (MS)
Sum of Squares SS(treatment) and SS(error)
divided by corresponding number of degrees
of freedom.
MS (treatment or between) is mean square
for treatment, obtained as follows:

SS (treatment)
MS (treatment) =
k-1

19
Mean Squares (MS)
MS (error or within) is mean square for error,
obtained as follows:

SS (error)
MS (error) =
N-k

20
Mean Squares (MS)
MS (error or within) is mean square for error,
obtained as follows:

SS (error)
MS (error) =
N-k

SS (total)
MS (total) =
N-1

21

You might also like