(OVA)

1.

(ANalysis Of VAriance ANOVA)

.

, Sir Ronald Aylmer Fisher

(1890-1962). ANOVA

.

(observational sampling)
(designed sampling).

.

(independent)

(dependent)
(response). ,
,

.


.
(factors)
.


.



.

(levels).
- ,

.
(treatments)
.

.

1

 -.
,
,
.. (, 21),
(, 19).
2.
F
A Y1 Y2
2 n1 n2 ,

Y1 / n1
Y2 / n2

Sir R.A.Fisher
F . Fisher

2 .
, n1 n2
Fn1 ,n2 .

2 , F .
Fn1 , n2 ,
2.1,

f ( x)

n1 n2
n1 2
n1
n 2
2
x
2

1
, 0 x ,
n1 n2
n1 n2 n2

n1 x

2 2
1
n2

3
( n 1) , n , .
(n) (n 1)! 1 2
2.1

F2,12 , F8,12 F25,120

F

.

 , F
,
.

F (robust).

2
2
1 / 2
. 1.

,
2
2
. s1 s2
n1 n2
,

s2 / 2
VR 12 12
s2 / 2
( 2 ) F .
H 0 : 12 22

s2
VR 12
s2
F( n1 1),( n2 1) .
,
VR 1. F

VR
.
Fn1 ,n2
Fn1 ,n2 , .

,
. F
,

F .

1
Fn1 , n2,
Fn2 , n1,

.
1
1
F8,12, 0.05

0.305 .
F12,8, 0.05 3.28
3.

 ANOVA

.
ANOVA
t .

ANOVA t .
( )
.
5 ,

5
5!
5 4
3 2 1

10

2!(5 2)! 2 1
3 2 1
2
t .

H 0 : 5
10 t .

0.05 , 10
(0.95)10 0.5987 .
( H 0 )
1 0.5987 0.4013 10 t
40.13% .


(one factor ANOVA)

(completely
randomized design).
3.1


, ,
.


.
,

. 1

.
3.1

()
1
2
3
4
5

()

86
79
81
70
84
400

(
)
90
76
88
82
89
425

80

85

75

82
68
73
71
81
375

120
0
80

3.1

.

:
()

k n j
j 1,..., k .

3.2
()

1
X 11

2
X 12

3
X 13

k
X 1k

X 21

X 22

X 23

X 2k

X 31
.
.
.
X n11

X 32
.
.
.
X n2 2

X 33
.
.
.
X n3 3

X 3k
.
.
.
X nk k

Tg1

Tg2

Tg3

Tgk

Tgg

X g1

X g2

X g2

X gk

X gg

X ij i j
nj

Tgj X ij = j
i 1

X gj

Tgj
nj

= j

nj

j 1

j 1 i 1

Tgg Tgj X ij =
k
Tgg
= N n j .
N
j 1
j X ij

X gg

X ij j eij

(1)

j j eij
(error), i 1,..., n j j 1,..., k .

.
(1) eij
eij X ij j

(2)

(grand mean)

1 k
j
k j 1

(3)

X ij j
j

j j

(4)

(effect) j
j .
(4)

j j

(5)

(1) (5)
X ij j eij

(6)

i 1,..., n j j 1,..., k . (6)

X ij ,
, ()
. (6)
(additive). 3.1 k 3
6

 n 5
5 15 .
N k n 3
()

(6) :
1.
X ij k
.
2.
k
j
2 , j 1,..., k .
3.
() j

k

j 1

0.

(2) 1-3
eij
0 2 .
()

()
H 0 : 1 2 ... k

H1 : j
,
j .

H 0 : j 0, j 1,..., k

H1 : j

1
H 0 : 1 2 3

H1 : j .
()

ANOVA

7


.


(Sum of Squares SS ).

(total
sum of squares - SS total )

k

nj

SS total ( X ij X gg) 2

(7)

j 1 i 1

nj
i1

k
j1

k . SS total

s2

(X
i 1

X )2

N 1

N . 3.1
(7)
k

nj

SS total ( X ij X gg) 2 (86 80) 2 (79 80) 2 ... (71 80) 2 (81 80) 2 698 .
j 1 i 1

SS total
,
nj

SS total [( X ij X gj ) ( X gj X gg)]2
j 1 i 1

nj

nj

nj

( X ij X gj ) 2 ( X ij X gj )( X gj X gg) ( X gj X gg) 2
j 1 i 1

j 1 i 1

(8)

j 1 i 1

(8)
nj

i 1

j 1

2 ( X ij X gj ) ( X gj X gg)


nj

(X
i 1

ij

X gj ) 0

(8)
nj

nj

SS total ( X ij X gj ) ( X gj X gg) 2
2

j 1 i 1

j 1 i 1

nj

SS total ( X ij X gj ) 2 n j ( X gj X gg) 2
j 1 i 1

(9)

j 1

n ( 1) (9)
k

nj

SS total ( X ij X gj ) 2 n ( X gj X gg) 2
j 1 i 1

j 1

(9)


.

(within groups sum of squares - SS within )
k

nj

SS within ( X ij X gj ) 2

(10)

j 1 i 1

3.1 (10)
k

nj

SS within ( X ij X gj ) 2 (86 80) 2 (79 80) 2 ... (71 75) 2 (81 75) 2 448
j 1 i 1

(9)


.


(between groups sum of squares - SS between )

SS between n j ( X gj X gg) 2
j 1

SS between n ( X gj X gg) 2
j 1

(11)

3.1 (11)
k

SS between n ( X gj X gg) 2 5(80 80) 2 5(85 80) 2 5(75 80) 2 250

j 1

SS total SS within SSbetween
()

2 .
, SS within SS between

2 .
O 2
(mean square)
nj

MS j

(X
i 1

ij

X gj ) 2

n j 1

.

k
(within groups variance)

k

MS within

nj

( X
j 1 i 1
k

ij

(n
j 1

X gj )2
(12)

1)

10

 3.1 (12)
MS within

448
37.33
12

O 2
2

n

X2

2
n

2 n X2 .
2
X
(between groups variance)

k

MS X

(X
j 1

X gg) 2

k 1

()
n 2
k

MS between

n ( X gj X gg) 2
j 1

(13)

k 1

MS between

n (X
j 1

gj

X gg) 2

k 1

3.1 (13)
MS between

250
125 .
2

11

 H 0 : 1 2 ... k ,
2 .
,
, MS between
MS within .
2
(Variance Ratio - VR )
VR

MSbetween
MS within

VR 1
H 0 .
MS between MS within
VR 1
H 0 .
3.1
VR

MSbetween
125

3.35 .
MS within 37.33

F

MS between MS within

H 0 : 1 2 ... k .


.

VR

MSbetween
MS within

VR 2
2 F
(k 1)
k

(n
j 1

1) n j k N k .
j 1

F
.
ANOVA.
12

 3.3

SS between

n (X
j

gj

X gg)

k 1

SS within

( X
j 1

ij

X gj )

N k

X gg )

VR

MS between
MS within

k 1
k

nj

(X
MS within

i 1

gj

j 1

MS between

nj

n (X
j

j 1

j 1

ij

X gj )

1)

i 1
k

(n
j 1

SS total

nj

( X
j 1

ij

X gg)

N 1

i 1

ANOVA ( )

H
H 0 : 1 2 ... k VR
F (k 1)
( N k ) .

VR
F( k 1),( N k ), .
VR F( k 1),( N k ),
H 0
, F( k 1),( N k ), (1 )100
F( k 1),( N k )
P ( F( k 1),( N k ) F( k 1),( N k ), ) .
3.1 0.05
VR 3.35 3.88 F2,12,0.95
H 0
,

.

250

3.4

3 1 2

250
125
2

127
3.35
37.33

13

448

15 3 12

698

15 1 14

448
37.33
12

ANOVA 3.1

H 3.1
() (explained)

.

(residual
variance)

(unexplained).
VR

F .

,

VR .
VR
.
()
()
.
(two way
NOVA). O
(randomized block design).
4.
4.1

A

3 5
5
( ).
( ) 4.1
4.1

1
2
3
4
5

1
47
53
49
50
46

2
55
54
58
61
52

3
54
50
51
51
49

14

()
()
()
()

4.2

.
.
ANOVA.
0.05

3
.
, 18 (6
) 18 .

4.2.
4.2

1
2
3
4
5

1
47
34
34
49
30
28

2
64
73
52
49
52
51

3
58
55
39
43
45
49

()
()
()
()

.
.
ANOVA.
0.05

.

5.
A MINITAB
Minitab
:
ANOVA (completely randomized design),
ANOVA (randomized block design)
(factorial design).
ANOVA
Worksheet ()

(unstacked) (stacked)
.
NOVA
:
1.
Worksheet .

15

2.

Stat One Way (

Unstacked ).
3.
One-way Analysis of Variance

.
4.
Graph Session
Window.

16

17