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statistik

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You are on page 1of 40

Chapter

Twelve

12-2

Chapter Twelve

Analysis of Variance

GOALS

When you have completed this chapter, you will be able to:

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

Each member of the family is

determined by two parameters: the

numerator degrees of freedom and

the denominator degrees of

4.5

1

freedom. Its values range

g from 0

to . As F the

F cannot be

The F curve approaches the X-

negative and

negative,

distribution is axis but never touches it.

it is a

continuous positively

distribution. k d

skewed. Characteristics of F-

Distribution

12-5

Test for Equal Variances of Two Populations

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

Securities, reported that the mean

rate of return on a sample of 10

i

internet stocks

k was 12.6

12 6 percent

with a standard deviation of 3.9

percent

percent.

The mean rate of return on a sample

off 8 utility

tilit stocks

t k was 10.9

10 9 percentt

with a standard deviation of 3.5

percent At the .05

percent. 05 significance level,

level

can Colin conclude that there is more

variation in the software stocks?

Example 1

12-7

H0 : I 2

U 2

H 1 : I2 > U2

Example 1 continued

12-8

if F>3.68 or if p < .05.

computed as follows.

The degrees of

2

f d

freedom are n1-1

1 or 9 (3.9)

F= 2

= 1.2416

in the numerator and (3.5)

n1-1 or 7 in the

denominator. The p(F>1.2416) is .3965.

insufficient evidence to show more

variation

i ti in i the

th internet

i t t stocks.

t k

Example 1 continued

12-9

q is called

used for testing whether two analysis of variance or

or more sample means came ANOVA

from the same or equal

populations.

means is given as:

Ho: 1 = 2 = 3 = 4

H1: 1 = 2 = 3 = 4

The ANOVA Test of Means

12-10

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

being

i sampled, the numerator

Degrees of freedom degrees of freedom is k 1

for the F statistic in

ANOVA If there are a total of n

observations the denominator

degrees of freedom is n k.

12-12

T t l Variation

V i ti into the variation

due to the treatment, Treatment Variation, and to

the error component, Random Variation.

i stands h ith observation

d ffor the b i

xG is the overall or grand mean

k is the number of treatment groups

12-13

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

families. Katy Polsby, President, recently

developed a new meat loaf dinner. Before

making it a part of the regular menu she decides

to test it in several of her restaurants.

She would like to know if

there is a difference in the

mean number b off dinners

di sold

ld

per day at the Anyor, Loris,

and Lander restaurants.

restaurants Use

the .05 significance level.

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.

statistic follows the F distribution

distribution.

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.

and make a decision.

ANOVA calculations follow.

Example 2 continued

Computation of SSE i k

12-18

(X

( i.k

i k-Xk)

2

#sold # ld

#sold #sold

13 (13-12.75)2 10 (10-11.5)2 18 (18-17)2

12 (12 12 75)2

(12-12.75) 12 (12 11 5)2

(12-11.5) 16 (16 17)2

(16-17)

14 (14-12.75)2 13 (13-11.5)2 17 (17-17)2

12 12.75)2

(12-12.75)

(12 11 11.5)2

(11-11.5)

(11 17 17)2

(17-17)

(17

17 (17-17)2

2.75 5 2

Xk 12.75 11.5 17

SSE: 22.75

75 + 5 + 2 = 9.75

9 75

XG : 14.00

Computation of TSS i

12-19

(Xi-X

XG)2

# ld

#sold #sold # ld

#sold

13 (13-14)2 10 (10-14)2 18 (18-14)2

12 (12 14)2

(12-14) 12 (12 14)2

(12-14) 16 (16 14)2

(16-14)

14 (14-14)2 13 (13-14)2 17 (17-14)2

12 ((12-14))2 11 ((11-14))2 17 ((17-14))2

17 (17-14)2

9.00 30 47

TSS: 9.00 + 30 + 47 = 86.00

SSE: 9.75

XG : 14.00

Example 2 continued

Computation of TSS

Computation of SST k 12-20

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

Shortcut:

= 86 9.75

= 76.25 Example 2 continued

Computation of SST

12-21

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

Since an F of 39.103 > the treatment means are

critical F of 4.10, the p of not the same.

.000018 < a of .05, the

decision is to reject the The mean number of

null

ll hypothesis

h th i and d meals sold at the three

conclude that locations is not the

same.

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

hypothesis that the

means are equal, I want

to know which

i treatment

means differ.

O th simplest

i l t procedures

d

is through the use of confidence

intervals around the difference

in treatment means.

Inferences About

Treatment Means

12-26

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)

in treatment means includes zero, there is not a

difference between the treatment means.

Confidence Interval for the

Difference Between Two Means

12-27

95% confidence interval for the difference

in the mean number of meat loaf dinners

sold in Lander and Aynor

there is a difference

between the two

restaurants?

1 1

(17 12.75) 2.228 .975 +

4 5

4.25 1.48 ( 2.77 ,5.73)

EXAMPLE 3

12-28

in the interval, we

conclude that this

pair

i off means

differs.

of meals sold in

Aynor is different

from Lander.

Example 3continued

12-29

factor ANOVA we test whether there is a significant difference

between the treatment effect and whether there is a difference

in the blocking effect (a second treatment variable)

variable).

where r is the number of blocks

Xb is the sample mean of block b

XG is the overall or grand mean

In the following q are

computed as before, with the addition of the SSB.

Two-Factor ANOVA

12-30

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

12-31

The Bieber Manufacturing

Co operates 24 hours a

Co.

day, five days a week. The

workers rotate shifts each

week. Todd Bieber, the

owner, is interested in

whether there is a

difference in the number of

units

it produced

d d when h theth At the .05

05 significance level,

level

employees work on can we conclude there is a

various shifts

shifts. A sample of difference in the mean

five workers is selected production by shift and in

and their output

p recorded the mean production by

on each shift. employee?

Example 4

12-32

Output Output Output

McCartney 31 25 35

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.

test statistic. The test decision rule.

statistic

t ti ti follows

f ll the

th F H0 is rejected if F

F>3.84,

3.84,

distribution. df =(4,8) or if p < .05.

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

= 9.68

Schoen 28 24 30 27.33 3(27.33-28.87)2

7.08

Thompson 30 29 28 29.00 3(29.00-28.87)2

.09

09

Wagner 28 26 27 27.00 3(27.00-28.87)2

10 49

10.49

SSB = 6.42 + 9.68 + 7.08 + .05 + 10.49= 33.73

12-36

TSS = 139.73

139 73

SST = 62.53

SSE = 43.47 (139.73-62.53-33.73)

( )

df(block) = 4 (b-1)

df(treatment) = 2 (k-1)

df(error)=8 (k-1)(b-1)

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

(b) =8 43

=8.43 =1 55

=1.55

Error 43.47 8 43.47/8

=5.43

5.43

Total 139.73 14

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

Source DF SS MS F P

Worker 4 33.73 8.43 1.55 0.276

Shift 2 62.53 31.27 5.75 0.028

Error 8 43.47 5.43

Total 14 139.73

Example 4 continued

12-40

Day 5 150 30.0 4.5

Evening 5 130 26.0 3.5

Night 5 153 30.6 11.3

Neary 3 92 30.67 16.33

S h

Schoen 3 82 27 33

27.33 9 33

9.33

Thompson 3 87 29.00 1

Wagner 3 81 27.00 1

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

Using

EXCEL Example 4 continued

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